+237.7%
BAC vs AMC
-98.7%
+336.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +0.2% |
| 7D | +2.1% | +5.5% | -3.4% | +1.9% |
| 30D | -6.7% | +16.1% | -22.8% | -7.2% |
| 3M | -20.2% | +43.0% | -63.2% | -21.2% |
| 6M | -0.2% | +130.7% | -130.9% | -3.5% |
| YTD | -6.4% | +121.8% | -128.2% | -9.6% |
| 1Y | -3.1% | +40.7% | -43.8% | -5.2% |
| 3Y | +96.7% | -56.8% | +153.5% | +95.8% |
| 5Y | +21.3% | -99.1% | +120.4% | +29.5% |
| 10Y | +237.7% | -98.7% | +336.4% | +222.6% |
| All | +237.7% | -98.7% | +336.4% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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