+1,091.0%
BAC vs BAX
+922.9%
+168.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.4% |
| 7D | +2.0% | +9.0% | -7.1% | -1.3% |
| 30D | -6.9% | +8.5% | -15.4% | -10.1% |
| 3M | -19.6% | -4.1% | -15.5% | -18.8% |
| 6M | -0.5% | +46.9% | -47.4% | -15.4% |
| YTD | -6.6% | +38.4% | -45.0% | -20.2% |
| 1Y | -3.0% | +47.0% | -50.0% | -19.2% |
| 3Y | +97.3% | -14.9% | +112.2% | +93.3% |
| 5Y | +21.9% | -62.5% | +84.4% | +62.2% |
| 10Y | +251.7% | -33.9% | +285.6% | +269.0% |
| All | +1,091.0% | +922.9% | +168.1% | +335.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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