+1,072.4%
BAC vs BA
+1,517.9%
-445.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.5% |
| 7D | -2.7% | -0.1% | -2.6% | -2.6% |
| 30D | -8.0% | -9.1% | +1.1% | -4.4% |
| 3M | -20.9% | -28.2% | +7.3% | -9.1% |
| 6M | -5.4% | -23.1% | +17.8% | +4.5% |
| YTD | -8.1% | -20.6% | +12.5% | -0.8% |
| 1Y | -3.1% | -12.7% | +9.6% | -0.3% |
| 3Y | +88.1% | -11.6% | +99.7% | +82.6% |
| 5Y | +19.7% | -23.1% | +42.9% | +17.8% |
| 10Y | +275.9% | +34.4% | +241.5% | +137.1% |
| All | +1,072.4% | +1,517.9% | -445.5% | +162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling