+251.7%
BAC vs BA
+31.3%
+220.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.5% |
| 7D | +2.0% | -1.7% | +3.7% | +2.7% |
| 30D | -6.9% | -9.5% | +2.5% | -3.8% |
| 3M | -19.6% | -26.5% | +6.9% | -10.4% |
| 6M | -0.5% | -27.4% | +26.9% | +10.6% |
| YTD | -6.6% | -20.6% | +14.0% | -0.4% |
| 1Y | -3.0% | -11.4% | +8.5% | -1.1% |
| 3Y | +97.3% | -10.8% | +108.1% | +92.2% |
| 5Y | +21.9% | -21.9% | +43.8% | +20.3% |
| 10Y | +251.7% | +28.1% | +223.5% | +136.9% |
| All | +251.7% | +31.3% | +220.4% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 10y: compounded portfolio wealth divided by compounded BA 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…
10y analysis · Full analysis span regression · 6 months rolling