+85,040.9%
ASML vs BAC
+831.5%
+84,209.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.0% | -7.6% | -5.0% |
| 7D | -10.0% | +1.5% | -11.5% | -10.5% |
| 30D | -19.4% | -4.4% | -15.1% | -18.2% |
| 3M | -12.5% | -17.5% | +5.0% | -6.4% |
| 6M | +8.2% | -0.1% | +8.3% | +7.8% |
| YTD | +40.7% | -4.6% | +45.3% | +42.6% |
| 1Y | +46.1% | -1.5% | +47.7% | +46.4% |
| 3Y | +138.5% | +95.2% | +43.3% | +84.7% |
| 5Y | +84.2% | +23.3% | +60.9% | +67.4% |
| 10Y | +1,505.1% | +290.0% | +1,215.1% | +834.6% |
| All | +85,040.9% | +831.5% | +84,209.4% | +22,809.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling