+415.2%
BAC vs AMC
-98.1%
+513.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.4% | -0.2% |
| 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% | +15.0% |
| 6M | +26.6% | +124.6% | -98.0% | +22.0% |
| YTD | +15.8% | +69.9% | -54.1% | +12.5% |
| 1Y | +27.2% | -2.6% | +29.7% | +25.8% |
| 3Y | +132.4% | -79.8% | +212.2% | +136.2% |
| 5Y | +72.6% | -99.4% | +172.0% | +88.4% |
| 10Y | +389.7% | -98.9% | +488.6% | +384.5% |
| All | +415.2% | -98.1% | +513.3% | +376.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling