-5.3%
BAC vs BA
-12.5%
+7.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.2% | +1.1% | -2.3% | -1.3% |
| 30D | -7.7% | -7.9% | +0.3% | -6.6% |
| 3M | -21.2% | -25.3% | +4.2% | -17.5% |
| 6M | -6.8% | -24.6% | +17.7% | -3.0% |
| YTD | -8.7% | -20.1% | +11.4% | -7.1% |
| 1Y | -5.3% | -11.8% | +6.5% | -4.6% |
| All | -5.3% | -12.5% | +7.2% | -4.6% |
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