+136.4%
BAC vs BR
-5.1%
+141.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +0.6% | -5.0% | +5.6% | +2.2% |
| 30D | -1.4% | -2.5% | +1.1% | -0.8% |
| 3M | +15.7% | +13.5% | +2.3% | +10.2% |
| 6M | +32.2% | -9.4% | +41.6% | +37.3% |
| YTD | +15.8% | -23.3% | +39.1% | +29.9% |
| 1Y | +27.3% | -31.6% | +58.9% | +51.6% |
| All | +136.4% | -5.1% | +141.6% | +123.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling