+199.0%
AMD vs BAC
+18.0%
+181.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.7% | +11.7% | +11.5% |
| 7D | -11.0% | -1.2% | -9.9% | -10.0% |
| 30D | -30.5% | -7.7% | -22.8% | -26.5% |
| 3M | -8.2% | -21.2% | +12.9% | +7.1% |
| 6M | +6.6% | -6.8% | +13.4% | +11.1% |
| YTD | +109.7% | -8.7% | +118.4% | +119.9% |
| 1Y | +88.9% | -5.3% | +94.2% | +93.4% |
| 3Y | +301.8% | +87.4% | +214.4% | +145.9% |
| All | +199.0% | +18.0% | +181.1% | +171.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling