+237.7%
BAC vs A
+312.5%
-74.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.8% |
| 7D | +2.1% | +1.4% | +0.7% | +1.4% |
| 30D | -6.7% | +4.3% | -11.0% | -8.5% |
| 3M | -20.2% | +19.8% | -40.0% | -27.0% |
| 6M | -0.2% | +54.4% | -54.6% | -19.9% |
| YTD | -6.4% | +31.7% | -38.1% | -19.4% |
| 1Y | -3.1% | +22.4% | -25.6% | -13.7% |
| 3Y | +96.7% | +67.7% | +29.0% | +42.5% |
| 5Y | +21.3% | +15.7% | +5.5% | +4.3% |
| 10Y | +237.7% | +308.7% | -71.0% | +45.4% |
| All | +237.7% | +312.5% | -74.8% | +45.4% |
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