+391.8%
BAC vs ALL
+355.7%
+36.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +1.0% |
| 7D | +1.2% | -1.7% | +2.9% | +2.2% |
| 30D | -0.7% | -4.7% | +3.9% | +2.0% |
| 3M | +16.9% | +18.4% | -1.4% | +4.1% |
| 6M | +29.6% | +20.5% | +9.1% | +13.6% |
| YTD | +15.3% | +23.5% | -8.3% | -1.3% |
| 1Y | +28.8% | +29.0% | -0.2% | +6.6% |
| 3Y | +136.4% | +153.7% | -17.3% | +15.4% |
| 5Y | +72.9% | +114.8% | -41.9% | -8.5% |
| 10Y | +391.8% | +356.1% | +35.6% | +43.9% |
| All | +391.8% | +355.7% | +36.1% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling