+18.0%
BAC vs A
+15.4%
+2.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | -1.2% | -0.1% | -1.1% | -1.1% |
| 30D | -7.7% | +3.4% | -11.0% | -8.7% |
| 3M | -21.2% | +23.8% | -45.0% | -26.7% |
| 6M | -6.8% | +49.0% | -55.8% | -19.4% |
| YTD | -8.7% | +29.4% | -38.1% | -17.2% |
| 1Y | -5.3% | +19.4% | -24.7% | -11.6% |
| 3Y | +87.4% | +66.2% | +21.3% | +48.4% |
| All | +18.0% | +15.4% | +2.6% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling