+391.8%
BAC vs BP
+126.3%
+265.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.6% |
| 7D | +1.2% | +0.9% | +0.2% | +0.7% |
| 30D | -0.7% | +9.1% | -9.9% | -5.0% |
| 3M | +16.9% | +3.9% | +13.0% | +13.8% |
| 6M | +29.6% | +13.6% | +16.0% | +19.4% |
| YTD | +15.3% | +34.0% | -18.8% | -3.0% |
| 1Y | +28.8% | +39.2% | -10.3% | +5.8% |
| 3Y | +136.4% | +36.4% | +100.0% | +91.2% |
| 5Y | +72.9% | +135.8% | -62.9% | -1.3% |
| 10Y | +391.8% | +125.0% | +266.7% | +176.5% |
| All | +391.8% | +126.3% | +265.5% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling