+130.5%
BAC vs ACWI
+356.8%
-226.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +0.6% | +0.5% | +0.1% | -0.2% |
| 30D | -0.9% | +0.9% | -1.8% | -2.3% |
| 3M | +16.3% | +2.4% | +13.9% | +11.2% |
| 6M | +26.0% | +12.4% | +13.6% | +3.4% |
| YTD | +15.2% | +15.2% | 0.0% | -9.1% |
| 1Y | +26.5% | +22.7% | +3.8% | -10.0% |
| 3Y | +132.4% | +75.8% | +56.6% | -8.2% |
| 5Y | +72.6% | +67.7% | +4.9% | -27.8% |
| 10Y | +389.7% | +229.0% | +160.7% | -35.1% |
| All | +130.5% | +356.8% | -226.3% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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