+18.0%
BAC vs ALL
+143.1%
-125.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +1.0% |
| 7D | -1.2% | -1.9% | +0.8% | -0.5% |
| 30D | -7.7% | +13.8% | -21.4% | -12.1% |
| 3M | -21.2% | -7.0% | -14.2% | -19.2% |
| 6M | -6.8% | +18.0% | -24.9% | -13.6% |
| YTD | -8.7% | +24.2% | -32.9% | -17.5% |
| 1Y | -5.3% | +31.2% | -36.5% | -16.5% |
| 3Y | +87.4% | +107.5% | -20.1% | +29.4% |
| All | +18.0% | +143.1% | -125.1% | -27.5% |
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