+27.5%
BAC vs AU
+73.4%
-45.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | -0.1% |
| 7D | -0.3% | -7.0% | +6.7% | -0.1% |
| 30D | -1.8% | +7.3% | -9.0% | -2.1% |
| 3M | +15.3% | +33.2% | -17.9% | +13.7% |
| 6M | +30.2% | -0.6% | +30.8% | +28.9% |
| YTD | +15.6% | +26.2% | -10.6% | +12.9% |
| 1Y | +27.5% | +68.3% | -40.8% | +26.8% |
| All | +27.5% | +73.4% | -45.9% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · 6 months rolling