+907.8%
BAC vs ALL
+3,690.4%
-2,782.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -1.8% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | -6.7% | +13.8% | -20.5% | -15.1% |
| 3M | -20.2% | -2.8% | -17.5% | -19.4% |
| 6M | -0.2% | +23.7% | -23.9% | -16.1% |
| YTD | -6.4% | +27.3% | -33.7% | -23.6% |
| 1Y | -3.1% | +30.5% | -33.7% | -22.5% |
| 3Y | +96.7% | +113.0% | -16.3% | +5.5% |
| 5Y | +21.3% | +157.6% | -136.3% | -45.8% |
| 10Y | +237.7% | +368.4% | -130.7% | -3.2% |
| All | +907.8% | +3,690.4% | -2,782.6% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling