+251.7%
BAC vs ALL
+367.3%
-115.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | +2.0% | -3.9% | +5.8% | +4.4% |
| 30D | -6.9% | +10.6% | -17.6% | -12.7% |
| 3M | -19.6% | -4.6% | -15.0% | -17.8% |
| 6M | -0.5% | +20.2% | -20.7% | -13.0% |
| YTD | -6.6% | +23.7% | -30.3% | -20.5% |
| 1Y | -3.0% | +27.9% | -30.8% | -19.3% |
| 3Y | +97.3% | +109.2% | -11.9% | +10.7% |
| 5Y | +21.9% | +148.0% | -126.1% | -43.2% |
| 10Y | +251.7% | +363.8% | -112.1% | -3.8% |
| All | +251.7% | +367.3% | -115.7% | -3.8% |
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