+18.0%
BAC vs BA
-23.0%
+41.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.2% | +1.1% | -2.3% | -1.5% |
| 30D | -7.7% | -7.9% | +0.3% | -5.7% |
| 3M | -21.2% | -25.3% | +4.2% | -14.5% |
| 6M | -6.8% | -24.6% | +17.7% | +0.1% |
| YTD | -8.7% | -20.1% | +11.4% | -4.1% |
| 1Y | -5.3% | -11.8% | +6.5% | -3.8% |
| 3Y | +87.4% | -10.1% | +97.6% | +82.7% |
| All | +18.0% | -23.0% | +41.0% | +16.5% |
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 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