+351.3%
BAC vs AR
-32.8%
+384.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -3.1% |
| 7D | -2.7% | -11.7% | +9.0% | -0.7% |
| 30D | -8.0% | +1.8% | -9.9% | -8.5% |
| 3M | -20.9% | +6.0% | -26.9% | -22.0% |
| 6M | -5.4% | -7.0% | +1.7% | -4.8% |
| YTD | -8.1% | +5.6% | -13.6% | -10.2% |
| 1Y | -3.1% | +10.8% | -13.9% | -6.4% |
| 3Y | +88.1% | +19.3% | +68.8% | +75.2% |
| 5Y | +19.7% | +73.3% | -53.6% | +0.7% |
| 10Y | +275.9% | +47.6% | +228.3% | +157.8% |
| All | +351.3% | -32.8% | +384.1% | +220.9% |
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