+1,376.6%
BAC vs BKR
+572.8%
+803.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.6% |
| 7D | +0.6% | -1.5% | +2.2% | +1.1% |
| 30D | -1.4% | -0.7% | -0.7% | -1.2% |
| 3M | +15.7% | +0.5% | +15.2% | +15.0% |
| 6M | +32.2% | +6.6% | +25.6% | +27.9% |
| YTD | +15.8% | +41.3% | -25.5% | +1.6% |
| 1Y | +27.3% | +42.2% | -14.9% | +10.9% |
| 3Y | +137.5% | +83.4% | +54.0% | +87.0% |
| 5Y | +73.1% | +203.6% | -130.6% | +10.6% |
| 10Y | +397.7% | +139.9% | +257.8% | +216.9% |
| All | +1,376.6% | +572.8% | +803.8% | +562.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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