+202.0%
BAC vs A
+546.2%
-344.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.3% |
| 7D | -1.2% | -0.1% | -1.1% | -1.2% |
| 30D | -7.7% | +3.4% | -11.0% | -8.8% |
| 3M | -21.2% | +23.8% | -45.0% | -27.2% |
| 6M | -6.8% | +49.0% | -55.8% | -20.2% |
| YTD | -8.7% | +29.4% | -38.1% | -18.2% |
| 1Y | -5.3% | +19.4% | -24.7% | -12.7% |
| 3Y | +87.4% | +66.2% | +21.3% | +50.2% |
| 5Y | +18.9% | +15.8% | +3.1% | +6.4% |
| 10Y | +273.3% | +326.1% | -52.8% | +112.6% |
| All | +202.0% | +546.2% | -344.3% | +28.1% |
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