+21.3%
BAC vs AR
+87.1%
-65.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.3% | -1.7% | +1.8% |
| 7D | +2.1% | -5.8% | +7.8% | +3.0% |
| 30D | -6.7% | +4.8% | -11.5% | -7.7% |
| 3M | -20.2% | +1.5% | -21.7% | -20.7% |
| 6M | -0.2% | +4.7% | -4.9% | -1.7% |
| YTD | -6.4% | +9.2% | -15.6% | -9.4% |
| 1Y | -3.1% | +11.2% | -14.3% | -6.8% |
| 3Y | +96.7% | +46.2% | +50.5% | +73.6% |
| 5Y | +21.3% | +98.1% | -76.8% | +0.1% |
| All | +21.3% | +87.1% | -65.8% | +0.1% |
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 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