+196.6%
AMD vs BAC
+18.2%
+178.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -3.6% | -13.6% | -14.9% |
| 7D | -28.6% | -2.7% | -25.9% | -26.9% |
| 30D | -37.7% | -8.0% | -29.7% | -33.9% |
| 3M | -16.1% | -20.9% | +4.8% | -2.2% |
| 6M | +13.8% | -5.4% | +19.2% | +17.6% |
| YTD | +88.8% | -8.1% | +96.9% | +97.3% |
| 1Y | +57.8% | -3.1% | +60.9% | +59.0% |
| 3Y | +260.3% | +88.1% | +172.1% | +119.6% |
| 5Y | +196.6% | +19.7% | +176.9% | +169.3% |
| All | +196.6% | +18.2% | +178.5% | +169.3% |
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