+81.2%
BAI vs SPY
+35.3%
+45.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.2% |
| 7D | +1.1% | +0.1% | +1.0% | +0.8% |
| 30D | +0.8% | +0.1% | +0.7% | +0.7% |
| 3M | -11.7% | +2.0% | -13.7% | -13.6% |
| 6M | +30.2% | +13.0% | +17.2% | +8.6% |
| YTD | +33.9% | +13.5% | +20.4% | +11.2% |
| 1Y | +43.1% | +20.0% | +23.1% | +10.3% |
| All | +81.2% | +35.3% | +45.9% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling