+83.0%
BAC vs ACWI
+330.1%
-247.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.8% | +0.2% | +2.3% |
| 7D | -2.7% | -4.0% | +1.3% | +3.7% |
| 30D | -8.0% | -5.8% | -2.2% | +0.9% |
| 3M | -20.9% | -5.0% | -15.9% | -14.5% |
| 6M | -5.4% | +0.7% | -6.1% | -7.5% |
| YTD | -8.1% | +8.4% | -16.5% | -20.5% |
| 1Y | -3.1% | +10.1% | -13.2% | -18.3% |
| 3Y | +88.1% | +70.8% | +17.4% | -22.5% |
| 5Y | +19.7% | +55.4% | -35.6% | -43.6% |
| 10Y | +275.9% | +223.3% | +52.6% | -49.2% |
| All | +83.0% | +330.1% | -247.1% | -79.2% |
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