+1,254.4%
AAPL vs BAC
+399.7%
+854.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.7% | +3.6% |
| 7D | -0.5% | -0.3% | -0.2% | -0.4% |
| 30D | +7.1% | -1.8% | +8.9% | +7.8% |
| 3M | +12.1% | +15.3% | -3.2% | +5.8% |
| 6M | +25.4% | +30.2% | -4.7% | +12.7% |
| YTD | +20.5% | +15.6% | +4.9% | +13.2% |
| 1Y | +44.5% | +27.5% | +17.1% | +30.5% |
| 3Y | +85.8% | +137.0% | -51.3% | +29.3% |
| 5Y | +124.8% | +75.6% | +49.2% | +73.4% |
| All | +1,254.4% | +399.7% | +854.6% | +737.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 10y: compounded portfolio wealth divided by compounded BAC 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…
10y analysis · Full analysis span regression · 6 months rolling