+97.3%
BAC vs B
+196.2%
-98.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.2% | -1.9% | +1.8% |
| 7D | +2.0% | +11.3% | -9.3% | +0.7% |
| 30D | -6.9% | +2.9% | -9.9% | -7.3% |
| 3M | -19.6% | -2.9% | -16.7% | -19.6% |
| 6M | -0.5% | -1.2% | +0.7% | -1.0% |
| YTD | -6.6% | -1.3% | -5.3% | -7.9% |
| 1Y | -3.0% | +30.4% | -33.4% | -7.5% |
| 3Y | +97.3% | +195.3% | -98.0% | +59.6% |
| All | +97.3% | +196.2% | -98.9% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 3y: compounded portfolio wealth divided by compounded B 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…
3y analysis · Full analysis span regression · 6 months rolling