+175.0%
BAC vs AU
+607.0%
-432.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.1% |
| 7D | +3.2% | -7.2% | +10.4% | +3.7% |
| 30D | -0.7% | -2.9% | +2.2% | -0.6% |
| 3M | -20.0% | -8.7% | -11.3% | -19.7% |
| 6M | +3.4% | -14.1% | +17.6% | +3.9% |
| YTD | -5.7% | +4.8% | -10.5% | -7.0% |
| 1Y | -1.4% | +11.9% | -13.3% | -3.3% |
| 3Y | +97.9% | +513.8% | -415.9% | +70.5% |
| 5Y | +22.9% | +379.3% | -356.3% | +6.0% |
| 10Y | +235.3% | +837.1% | -601.7% | +158.9% |
| All | +175.0% | +607.0% | -432.0% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling