+251.7%
BAC vs A
+328.7%
-77.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +0.9% |
| 7D | +2.0% | +4.8% | -2.8% | -0.1% |
| 30D | -6.9% | +5.6% | -12.6% | -9.3% |
| 3M | -19.6% | +23.6% | -43.2% | -27.4% |
| 6M | -0.5% | +56.4% | -56.8% | -20.6% |
| YTD | -6.6% | +33.4% | -40.0% | -20.1% |
| 1Y | -3.0% | +23.7% | -26.7% | -13.9% |
| 3Y | +97.3% | +71.0% | +26.3% | +41.4% |
| 5Y | +21.9% | +16.8% | +5.0% | +4.4% |
| 10Y | +251.7% | +323.8% | -72.1% | +47.5% |
| All | +251.7% | +328.7% | -77.1% | +47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling