+1,072.4%
BAC vs B
+714.7%
+357.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.6% |
| 7D | -2.7% | +4.3% | -7.0% | -2.8% |
| 30D | -8.0% | -0.9% | -7.1% | -8.0% |
| 3M | -20.9% | -1.4% | -19.6% | -20.9% |
| 6M | -5.4% | +5.0% | -10.4% | -5.6% |
| YTD | -8.1% | -5.8% | -2.2% | -8.2% |
| 1Y | -3.1% | +25.6% | -28.7% | -4.0% |
| 3Y | +88.1% | +161.6% | -73.5% | +82.3% |
| 5Y | +19.7% | +135.2% | -115.5% | +16.0% |
| 10Y | +275.9% | +170.7% | +105.1% | +260.4% |
| All | +1,072.4% | +714.7% | +357.7% | +1,352.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling