+266.8%
BAC vs BG
+1,131.5%
-864.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +1.1% | +2.8% | -1.7% | -0.1% |
| 30D | -0.4% | +12.0% | -12.4% | -5.3% |
| 3M | +16.9% | -7.7% | +24.6% | +19.9% |
| 6M | +26.6% | +4.5% | +22.1% | +22.2% |
| YTD | +15.8% | +35.7% | -19.9% | -0.6% |
| 1Y | +27.2% | +50.1% | -22.9% | +3.6% |
| 3Y | +132.4% | +12.6% | +119.8% | +109.3% |
| 5Y | +72.6% | +75.4% | -2.9% | +23.5% |
| 10Y | +389.7% | +150.5% | +239.3% | +177.6% |
| All | +266.8% | +1,131.5% | -864.6% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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