+45.8%
AMZN vs BAC
+71.7%
-25.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | +0.8% | +1.2% | -0.4% | +0.2% |
| 30D | -6.4% | -0.7% | -5.6% | -6.1% |
| 3M | +4.8% | +16.9% | -12.1% | -3.4% |
| 6M | +20.5% | +29.6% | -9.1% | +5.1% |
| YTD | +11.3% | +15.3% | -3.9% | +2.8% |
| 1Y | +9.0% | +28.8% | -19.9% | -5.4% |
| 3Y | +85.9% | +136.4% | -50.5% | +13.8% |
| 5Y | +45.8% | +72.9% | -27.1% | +9.0% |
| All | +45.8% | +71.7% | -25.9% | +9.0% |
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