+58.1%
BAC vs AS
+133.7%
-75.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -3.3% |
| 7D | -2.7% | +7.1% | -9.8% | -3.7% |
| 30D | -8.0% | +12.8% | -20.8% | -9.7% |
| 3M | -20.9% | -14.7% | -6.2% | -19.2% |
| 6M | -5.4% | -9.9% | +4.6% | -4.3% |
| YTD | -8.1% | -16.1% | +8.1% | -6.3% |
| 1Y | -3.1% | +0.2% | -3.3% | -3.9% |
| All | +58.1% | +133.7% | -75.6% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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