+28.8%
BAC vs A
+16.1%
+12.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.2% |
| 7D | +1.2% | -2.1% | +3.2% | +1.3% |
| 30D | -0.7% | +0.6% | -1.3% | -1.0% |
| 3M | +16.9% | +10.9% | +6.0% | +15.2% |
| 6M | +29.6% | +28.2% | +1.4% | +24.9% |
| YTD | +15.3% | +8.6% | +6.7% | +13.2% |
| 1Y | +28.8% | +15.5% | +13.3% | +29.8% |
| All | +28.8% | +16.1% | +12.7% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling