+198.6%
BAC vs BG
+954.5%
-755.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.3% |
| 7D | +3.2% | +2.6% | +0.7% | +2.1% |
| 30D | -0.7% | -6.7% | +5.9% | +2.0% |
| 3M | -20.0% | -9.3% | -10.7% | -17.2% |
| 6M | +3.4% | -18.3% | +21.8% | +10.9% |
| YTD | -5.7% | +16.2% | -21.9% | -14.1% |
| 1Y | -1.4% | +7.6% | -9.0% | -7.3% |
| 3Y | +97.9% | +6.6% | +91.4% | +81.3% |
| 5Y | +22.9% | +22.2% | +0.7% | +2.7% |
| 10Y | +235.3% | +112.0% | +123.3% | +104.3% |
| All | +198.6% | +954.5% | -755.9% | +36.1% |
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