+73.1%
BAC vs AU
+688.4%
-615.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +0.6% | +0.6% | 0.0% | +0.6% |
| 30D | -1.4% | +12.3% | -13.7% | -2.1% |
| 3M | +15.7% | +29.4% | -13.6% | +13.8% |
| 6M | +32.2% | +3.2% | +29.0% | +31.2% |
| YTD | +15.8% | +31.8% | -16.0% | +12.9% |
| 1Y | +27.3% | +83.4% | -56.1% | +21.5% |
| 3Y | +137.5% | +623.1% | -485.6% | +101.0% |
| 5Y | +73.1% | +700.5% | -627.5% | +43.1% |
| All | +73.1% | +688.4% | -615.4% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling