+1,146.4%
BAC vs ALL
+3,667.9%
-2,521.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.9% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | -0.4% | -1.5% | +1.1% | +0.3% |
| 3M | +16.9% | +23.6% | -6.7% | -0.8% |
| 6M | +26.6% | +22.3% | +4.3% | +7.9% |
| YTD | +15.8% | +26.5% | -10.7% | -4.5% |
| 1Y | +27.2% | +27.0% | +0.2% | +3.9% |
| 3Y | +132.4% | +149.6% | -17.2% | +11.4% |
| 5Y | +72.6% | +118.1% | -45.5% | -12.4% |
| 10Y | +389.7% | +369.0% | +20.8% | +41.2% |
| All | +1,146.4% | +3,667.9% | -2,521.5% | +46.4% |
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