+283.0%
BAC vs A
+457.0%
-174.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +1.1% | -1.9% | +3.0% | +1.8% |
| 30D | -0.4% | +6.9% | -7.3% | -2.9% |
| 3M | +16.9% | +9.2% | +7.7% | +12.8% |
| 6M | +26.6% | +25.7% | +0.9% | +15.2% |
| YTD | +15.8% | +11.5% | +4.3% | +9.7% |
| 1Y | +27.2% | +18.4% | +8.8% | +17.3% |
| 3Y | +132.4% | +26.6% | +105.8% | +105.4% |
| 5Y | +72.6% | -12.8% | +85.4% | +70.9% |
| 10Y | +389.7% | +247.2% | +142.6% | +199.8% |
| All | +283.0% | +457.0% | -174.0% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling