+217.6%
BAC vs AR
+57.4%
+160.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +3.2% | +7.4% | -4.1% | +1.9% |
| 30D | -0.7% | +5.8% | -6.5% | -1.9% |
| 3M | -20.0% | +5.2% | -25.2% | -21.0% |
| 6M | +3.4% | +5.4% | -2.0% | +1.8% |
| YTD | -5.7% | +12.4% | -18.2% | -9.1% |
| 1Y | -1.4% | +12.8% | -14.3% | -5.1% |
| 3Y | +97.9% | +47.2% | +50.7% | +77.1% |
| 5Y | +22.9% | +101.1% | -78.2% | 0.0% |
| All | +217.6% | +57.4% | +160.3% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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