+331.1%
AMD vs BAC
+132.7%
+198.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +2.6% | +1.1% | +1.5% | +2.0% |
| 30D | -0.9% | -0.4% | -0.5% | -0.8% |
| 3M | -8.7% | +16.9% | -25.6% | -15.7% |
| 6M | +136.3% | +26.6% | +109.7% | +108.7% |
| YTD | +123.0% | +15.8% | +107.2% | +105.3% |
| 1Y | +195.2% | +27.2% | +168.0% | +157.8% |
| All | +331.1% | +132.7% | +198.4% | +209.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling