+1,376.8%
BAC vs BAX
+900.4%
+476.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | +1.1% | -1.1% | +2.2% | +1.5% |
| 30D | -0.4% | -5.5% | +5.1% | +1.6% |
| 3M | +16.9% | +33.5% | -16.6% | +3.7% |
| 6M | +26.6% | +35.9% | -9.2% | +10.8% |
| YTD | +15.8% | +35.4% | -19.6% | +0.3% |
| 1Y | +27.2% | +9.8% | +17.4% | +18.1% |
| 3Y | +132.4% | -32.7% | +165.1% | +150.4% |
| 5Y | +72.6% | -65.6% | +138.1% | +138.7% |
| 10Y | +389.7% | -34.9% | +424.6% | +418.4% |
| All | +1,376.8% | +900.4% | +476.4% | +447.3% |
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