+22.6%
BAC vs ALL
+161.6%
-139.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.9% |
| 7D | +3.2% | +5.0% | -1.8% | +1.4% |
| 30D | -0.7% | +13.3% | -14.0% | -5.3% |
| 3M | -20.0% | +3.2% | -23.2% | -21.1% |
| 6M | +3.4% | +25.3% | -21.9% | -6.3% |
| YTD | -5.7% | +30.5% | -36.2% | -16.4% |
| 1Y | -1.4% | +29.2% | -30.6% | -12.3% |
| 3Y | +97.9% | +119.1% | -21.2% | +33.8% |
| All | +22.6% | +161.6% | -139.1% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling