+159.9%
BAC vs ALC
+24.0%
+135.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.9% |
| 7D | +1.1% | -2.1% | +3.2% | +2.0% |
| 30D | -0.4% | -0.1% | -0.3% | -0.5% |
| 3M | +16.9% | +5.9% | +11.0% | +13.4% |
| 6M | +26.6% | -15.9% | +42.5% | +35.4% |
| YTD | +15.8% | -10.1% | +25.9% | +19.7% |
| 1Y | +27.2% | -10.2% | +37.4% | +31.0% |
| 3Y | +132.4% | -13.6% | +146.0% | +136.6% |
| 5Y | +72.6% | -15.1% | +87.7% | +72.7% |
| All | +159.9% | +24.0% | +135.9% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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