+807.4%
BAC vs AMCR
+100.3%
+707.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.2% | -2.4% | +5.6% | +4.1% |
| 30D | -0.7% | +3.6% | -4.3% | -2.1% |
| 3M | -20.0% | -4.2% | -15.8% | -19.0% |
| 6M | +3.4% | +15.5% | -12.1% | -2.8% |
| YTD | -5.7% | +9.7% | -15.5% | -10.7% |
| 1Y | -1.4% | +8.3% | -9.7% | -6.2% |
| 3Y | +97.9% | +15.4% | +82.6% | +80.2% |
| 5Y | +22.9% | -9.1% | +32.0% | +22.4% |
| 10Y | +235.3% | +18.6% | +216.7% | +187.0% |
| All | +807.4% | +100.3% | +707.1% | +636.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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