+21.3%
BAC vs BA
-24.6%
+45.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | +1.5% | -0.6% | +2.1% | +1.7% |
| 30D | -6.4% | -8.0% | +1.6% | -4.4% |
| 3M | -21.7% | -25.8% | +4.1% | -14.9% |
| 6M | +0.5% | -27.6% | +28.1% | +9.4% |
| YTD | -6.7% | -21.0% | +14.3% | -1.7% |
| 1Y | -4.7% | -12.3% | +7.6% | -3.0% |
| 3Y | +96.1% | -12.8% | +108.8% | +93.0% |
| All | +21.3% | -24.6% | +45.9% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling