+79.5%
BAC vs BR
+1,321.0%
-1,241.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +2.3% |
| 7D | +1.1% | -5.3% | +6.4% | +4.9% |
| 30D | -0.4% | +6.4% | -6.8% | -5.2% |
| 3M | +16.9% | +13.6% | +3.3% | +4.9% |
| 6M | +26.6% | -6.7% | +33.3% | +29.4% |
| YTD | +15.8% | -21.1% | +36.9% | +32.4% |
| 1Y | +27.2% | -29.6% | +56.7% | +57.7% |
| 3Y | +132.4% | -2.4% | +134.8% | +121.0% |
| 5Y | +72.6% | +11.2% | +61.3% | +41.8% |
| 10Y | +389.7% | +191.8% | +198.0% | +67.8% |
| All | +79.5% | +1,321.0% | -1,241.5% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling