+87.4%
BAC vs AR
+19.9%
+67.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.2% | -14.3% | +13.1% | +0.9% |
| 30D | -7.7% | +1.4% | -9.1% | -8.1% |
| 3M | -21.2% | +3.4% | -24.5% | -21.8% |
| 6M | -6.8% | -2.1% | -4.8% | -7.1% |
| YTD | -8.7% | +4.7% | -13.4% | -10.9% |
| 1Y | -5.3% | +10.6% | -15.9% | -8.8% |
| 3Y | +87.4% | +24.6% | +62.9% | +74.1% |
| All | +87.4% | +19.9% | +67.5% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling