+11,743.1%
COST vs BA
+1,890.7%
+9,852.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.2% |
| 7D | -3.1% | +1.2% | -4.3% | -3.4% |
| 30D | -2.8% | -11.6% | +8.8% | 0.0% |
| 3M | -5.7% | -2.4% | -3.3% | -5.6% |
| 6M | -8.8% | -6.6% | -2.1% | -8.2% |
| YTD | +6.7% | -2.2% | +8.9% | +6.1% |
| 1Y | -3.6% | -8.0% | +4.4% | -3.2% |
| 3Y | +75.1% | -5.0% | +80.1% | +69.8% |
| 5Y | +108.9% | -2.7% | +111.6% | +95.2% |
| 10Y | +586.2% | +75.9% | +510.3% | +360.7% |
| All | +11,743.1% | +1,890.7% | +9,852.4% | +2,737.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling