+196.5%
BAC vs BG
+940.3%
-743.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | -1.9% | +3.4% | -5.2% | -3.2% |
| 30D | -7.2% | -3.8% | -3.4% | -5.9% |
| 3M | -20.4% | -9.6% | -10.8% | -17.5% |
| 6M | +1.3% | -19.5% | +20.8% | +9.3% |
| YTD | -6.4% | +14.6% | -21.0% | -14.2% |
| 1Y | -3.5% | +6.6% | -10.1% | -8.9% |
| 3Y | +96.7% | +4.7% | +92.0% | +81.6% |
| 5Y | +20.6% | +22.1% | -1.5% | +0.7% |
| 10Y | +233.0% | +109.2% | +123.9% | +104.0% |
| All | +196.5% | +940.3% | -743.7% | +36.0% |
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