+233.0%
BAC vs AR
+58.9%
+174.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.3% |
| 7D | -1.9% | +2.1% | -3.9% | -2.2% |
| 30D | -7.2% | +4.5% | -11.7% | -8.1% |
| 3M | -20.4% | +1.0% | -21.4% | -20.8% |
| 6M | +1.3% | +4.4% | -3.2% | -0.2% |
| YTD | -6.4% | +10.9% | -17.3% | -9.5% |
| 1Y | -3.5% | +8.6% | -12.1% | -6.4% |
| 3Y | +96.7% | +48.5% | +48.2% | +75.7% |
| 5Y | +20.6% | +95.7% | -75.2% | -1.4% |
| 10Y | +233.0% | +55.5% | +177.6% | +139.3% |
| All | +233.0% | +58.9% | +174.1% | +139.3% |
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