+30.8%
ASML vs BAC
-4.0%
+34.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.6% | -5.7% | -7.4% |
| 7D | -19.0% | -2.7% | -16.3% | -17.6% |
| 30D | -25.9% | -8.0% | -17.9% | -22.4% |
| 3M | -19.1% | -20.9% | +1.9% | -8.3% |
| 6M | -5.7% | -5.4% | -0.4% | -4.4% |
| YTD | +27.6% | -8.1% | +35.7% | +29.2% |
| 1Y | +30.8% | -3.1% | +33.9% | +26.5% |
| All | +30.8% | -4.0% | +34.8% | +26.5% |
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