+11,477.5%
AMD vs BAC
+1,396.9%
+10,080.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +2.6% | +1.1% | +1.5% | +2.1% |
| 30D | -0.9% | -0.4% | -0.5% | -0.8% |
| 3M | -8.7% | +16.9% | -25.6% | -14.5% |
| 6M | +136.3% | +26.6% | +109.7% | +114.2% |
| YTD | +123.0% | +15.8% | +107.2% | +108.6% |
| 1Y | +195.2% | +27.2% | +168.0% | +166.0% |
| 3Y | +336.3% | +132.4% | +203.9% | +205.8% |
| 5Y | +334.5% | +72.6% | +261.9% | +244.3% |
| 10Y | +6,259.1% | +389.7% | +5,869.4% | +3,094.4% |
| All | +11,477.5% | +1,396.9% | +10,080.6% | +2,504.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling