+1,361.6%
AAPL vs BAC
+225.3%
+1,136.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +3.2% | +1.5% | +1.7% | +2.6% |
| 30D | +4.1% | -6.4% | +10.5% | +6.8% |
| 3M | +17.5% | -21.7% | +39.2% | +29.1% |
| 6M | +20.6% | +0.5% | +20.1% | +19.6% |
| YTD | +31.0% | -6.7% | +37.7% | +33.5% |
| 1Y | +30.2% | -4.7% | +34.9% | +31.5% |
| 3Y | +92.9% | +96.1% | -3.2% | +43.5% |
| 5Y | +142.4% | +21.7% | +120.7% | +114.8% |
| All | +1,361.6% | +225.3% | +1,136.3% | +836.0% |
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