+18.0%
BAC vs AMC
-99.3%
+117.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -1.2% | +2.6% | -3.8% | -1.3% |
| 30D | -7.7% | +9.0% | -16.7% | -8.1% |
| 3M | -21.2% | +22.2% | -43.3% | -22.2% |
| 6M | -6.8% | +91.5% | -98.3% | -11.3% |
| YTD | -8.7% | +101.3% | -110.0% | -13.7% |
| 1Y | -5.3% | +20.8% | -26.1% | -8.0% |
| 3Y | +87.4% | -71.3% | +158.8% | +91.6% |
| All | +18.0% | -99.3% | +117.2% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling