-3.5%
BAC vs BA
-10.4%
+6.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -1.9% | -1.4% | -0.5% | -1.6% |
| 30D | -7.2% | -7.9% | +0.7% | -6.1% |
| 3M | -20.4% | -25.2% | +4.7% | -16.8% |
| 6M | +1.3% | -26.7% | +28.0% | +6.0% |
| YTD | -6.4% | -19.6% | +13.2% | -4.8% |
| 1Y | -3.5% | -10.6% | +7.1% | -3.0% |
| All | -3.5% | -10.4% | +6.9% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling