+1,064.4%
BAC vs BAX
+898.9%
+165.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.2% | +12.1% | -13.3% | -5.4% |
| 30D | -7.7% | +7.6% | -15.3% | -10.5% |
| 3M | -21.2% | -4.5% | -16.7% | -20.3% |
| 6M | -6.8% | +52.0% | -58.9% | -21.9% |
| YTD | -8.7% | +35.1% | -43.8% | -21.3% |
| 1Y | -5.3% | +43.7% | -49.0% | -20.4% |
| 3Y | +87.4% | -20.9% | +108.4% | +89.0% |
| 5Y | +18.9% | -63.5% | +82.5% | +59.9% |
| 10Y | +273.3% | -36.0% | +309.3% | +296.2% |
| All | +1,064.4% | +898.9% | +165.5% | +329.4% |
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