+115.4%
AMD vs BAC
-3.1%
+118.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.0% | -9.8% | -9.3% |
| 7D | +18.9% | +3.2% | +15.7% | +17.0% |
| 30D | -6.4% | -0.7% | -5.7% | -5.8% |
| 3M | +10.6% | -20.0% | +30.6% | +18.7% |
| 6M | +19.9% | +3.4% | +16.5% | +20.7% |
| YTD | +149.4% | -5.7% | +155.1% | +152.0% |
| 1Y | +115.4% | -1.4% | +116.8% | +105.9% |
| All | +115.4% | -3.1% | +118.5% | +105.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling