+237.8%
BAC vs AU
+793.6%
-555.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.3% | +0.1% |
| 7D | +1.1% | -3.6% | +4.7% | +1.3% |
| 30D | -0.4% | +23.9% | -24.3% | -1.9% |
| 3M | +16.9% | +19.1% | -2.2% | +15.2% |
| 6M | +26.6% | -0.2% | +26.8% | +25.8% |
| YTD | +15.8% | +32.5% | -16.7% | +12.6% |
| 1Y | +27.2% | +96.9% | -69.8% | +20.1% |
| 3Y | +132.4% | +614.7% | -482.3% | +98.2% |
| 5Y | +72.6% | +647.7% | -575.1% | +44.6% |
| 10Y | +389.7% | +679.2% | -289.5% | +287.4% |
| All | +237.8% | +793.6% | -555.8% | +195.3% |
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