+1,557.1%
ASML vs BAC
+228.6%
+1,328.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | +4.9% | +3.2% | +1.7% | +3.4% |
| 30D | -9.3% | -0.7% | -8.5% | -8.9% |
| 3M | -19.0% | -20.0% | +1.0% | -10.0% |
| 6M | -5.2% | +3.4% | -8.6% | -7.1% |
| YTD | +40.6% | -5.7% | +46.4% | +43.9% |
| 1Y | +47.5% | -1.4% | +48.9% | +47.8% |
| 3Y | +133.9% | +97.9% | +36.0% | +64.4% |
| 5Y | +83.8% | +22.9% | +60.9% | +59.6% |
| All | +1,557.1% | +228.6% | +1,328.5% | +936.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling