+391.8%
BAC vs A
+237.5%
+154.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | +0.7% |
| 7D | +1.2% | -2.1% | +3.2% | +2.1% |
| 30D | -0.7% | +0.6% | -1.3% | -1.3% |
| 3M | +16.9% | +10.9% | +6.0% | +10.7% |
| 6M | +29.6% | +28.2% | +1.4% | +13.2% |
| YTD | +15.3% | +8.6% | +6.7% | +8.7% |
| 1Y | +28.8% | +15.5% | +13.3% | +16.9% |
| 3Y | +136.4% | +31.8% | +104.6% | +92.0% |
| 5Y | +72.9% | -14.9% | +87.8% | +74.3% |
| 10Y | +391.8% | +237.8% | +154.0% | +125.7% |
| All | +391.8% | +237.5% | +154.3% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded A 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling