-3.1%
BAC vs BA
-11.5%
+8.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.1% | 0.0% | +2.0% | +2.1% |
| 30D | -6.7% | -8.9% | +2.2% | -5.5% |
| 3M | -20.2% | -25.5% | +5.3% | -16.5% |
| 6M | -0.2% | -27.0% | +26.7% | +4.5% |
| YTD | -6.4% | -20.1% | +13.8% | -4.7% |
| 1Y | -3.1% | -11.0% | +7.9% | -2.5% |
| All | -3.1% | -11.5% | +8.4% | -2.5% |
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