+189.4%
BATRK vs SPY
+329.5%
-140.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.2% |
| 7D | +1.0% | +2.6% | -1.6% | -0.9% |
| 30D | +2.6% | -2.0% | +4.6% | +4.0% |
| 3M | -4.0% | -2.8% | -1.2% | -2.1% |
| 6M | +0.6% | +2.1% | -1.6% | -1.6% |
| YTD | +29.4% | +11.5% | +17.9% | +18.4% |
| 1Y | +32.5% | +13.5% | +19.0% | +19.5% |
| 3Y | +48.9% | +77.7% | -28.7% | -6.8% |
| 5Y | +66.4% | +72.6% | -6.2% | +5.3% |
| 10Y | +155.6% | +308.2% | -152.6% | -22.4% |
| All | +189.4% | +329.5% | -140.1% | -14.0% |
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