+22.6%
BAC vs B
+107.0%
-84.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +3.2% | -7.3% | +10.6% | +4.1% |
| 30D | -0.7% | -3.3% | +2.6% | -0.5% |
| 3M | -20.0% | -7.8% | -12.2% | -19.5% |
| 6M | +3.4% | -15.5% | +19.0% | +4.7% |
| YTD | -5.7% | -12.3% | +6.5% | -5.6% |
| 1Y | -1.4% | +5.4% | -6.8% | -3.5% |
| 3Y | +97.9% | +165.5% | -67.6% | +68.9% |
| All | +22.6% | +107.0% | -84.5% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling