+18.0%
BAC vs AR
+71.8%
-53.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.2% | -14.3% | +13.1% | +1.4% |
| 30D | -7.7% | +1.4% | -9.1% | -8.1% |
| 3M | -21.2% | +3.4% | -24.5% | -21.9% |
| 6M | -6.8% | -2.1% | -4.8% | -7.1% |
| YTD | -8.7% | +4.7% | -13.4% | -11.0% |
| 1Y | -5.3% | +10.6% | -15.9% | -8.9% |
| 3Y | +87.4% | +24.6% | +62.9% | +70.9% |
| All | +18.0% | +71.8% | -53.8% | +1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling