+45.1%
BAC vs BR
+1,485.1%
-1,440.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -1.9% | +1.9% | -3.7% | -3.2% |
| 30D | -7.2% | +15.9% | -23.1% | -16.6% |
| 3M | -20.4% | +13.7% | -34.1% | -28.1% |
| 6M | +1.3% | +31.0% | -29.7% | -18.8% |
| YTD | -6.4% | -12.0% | +5.6% | -1.7% |
| 1Y | -3.5% | -11.5% | +8.0% | +0.9% |
| 3Y | +96.7% | +14.9% | +81.8% | +65.0% |
| 5Y | +20.6% | +20.1% | +0.5% | -6.1% |
| 10Y | +233.0% | +278.9% | -45.9% | -7.2% |
| All | +45.1% | +1,485.1% | -1,440.0% | -88.5% |
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