+99.0%
COST vs BA
-15.7%
+114.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +5.0% | -1.1% | +6.1% | +5.1% |
| 30D | +12.8% | -7.1% | +19.9% | +13.6% |
| 3M | +15.2% | -25.5% | +40.7% | +18.9% |
| 6M | +7.4% | -28.7% | +36.1% | +11.3% |
| YTD | +29.0% | -21.0% | +50.0% | +31.7% |
| 1Y | +20.3% | -11.9% | +32.1% | +20.7% |
| 3Y | +99.0% | -16.2% | +115.1% | +92.8% |
| All | +99.0% | -15.7% | +114.7% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 3y: compounded portfolio wealth divided by compounded BA 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…
3y analysis · Full analysis span regression · 6 months rolling