+28.8%
BAC vs BN
-11.2%
+40.0%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.5% |
| 7D | +1.2% | -1.2% | +2.3% | +1.6% |
| 30D | -0.7% | -10.9% | +10.2% | +3.4% |
| 3M | +16.9% | -11.1% | +28.0% | +21.7% |
| 6M | +29.6% | -4.4% | +34.0% | +30.2% |
| YTD | +15.3% | -14.1% | +29.4% | +20.3% |
| 1Y | +28.8% | -11.1% | +39.9% | +32.7% |
| All | +28.8% | -11.2% | +40.0% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling