+23.0%
ASML vs BAC
+27.0%
-4.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.7% | +4.5% |
| 7D | +1.1% | +0.6% | +0.5% | +0.8% |
| 30D | +2.2% | -0.9% | +3.1% | +2.6% |
| 3M | -2.3% | +16.3% | -18.6% | -12.7% |
| 6M | +23.0% | +26.0% | -3.0% | +0.4% |
| All | +23.0% | +27.0% | -4.0% | +0.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling