+468.5%
BAC vs AR
-27.2%
+495.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +0.6% | +2.5% | -1.9% | +0.1% |
| 30D | -0.9% | +14.8% | -15.7% | -3.3% |
| 3M | +16.3% | +6.2% | +10.1% | +14.8% |
| 6M | +26.0% | +4.3% | +21.7% | +24.1% |
| YTD | +15.2% | +14.4% | +0.8% | +11.3% |
| 1Y | +26.5% | +21.3% | +5.2% | +20.4% |
| 3Y | +132.4% | +39.8% | +92.6% | +111.0% |
| 5Y | +72.6% | +142.1% | -69.5% | +37.0% |
| 10Y | +389.7% | +52.0% | +337.7% | +234.2% |
| All | +468.5% | -27.2% | +495.7% | +299.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling