+47.5%
ASML vs BAC
-3.1%
+50.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.7% |
| 7D | +4.9% | +3.2% | +1.7% | +3.1% |
| 30D | -9.3% | -0.7% | -8.5% | -8.7% |
| 3M | -19.0% | -20.0% | +1.0% | -8.7% |
| 6M | -5.2% | +3.4% | -8.6% | -9.4% |
| YTD | +40.6% | -5.7% | +46.4% | +40.2% |
| 1Y | +47.5% | -1.4% | +48.9% | +41.7% |
| All | +47.5% | -3.1% | +50.6% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling