+71.4%
BAC vs AMC
-99.4%
+170.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.3% |
| 7D | +1.1% | +2.3% | -1.2% | +1.0% |
| 30D | -0.4% | -0.7% | +0.4% | -0.4% |
| 3M | +16.9% | +35.2% | -18.3% | +13.9% |
| 6M | +26.6% | +124.6% | -98.0% | +19.2% |
| YTD | +15.8% | +69.9% | -54.1% | +10.5% |
| 1Y | +27.2% | -2.6% | +29.7% | +24.9% |
| 3Y | +132.4% | -79.8% | +212.2% | +140.7% |
| All | +71.4% | -99.4% | +170.9% | +114.6% |
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 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