-1.5%
BAC vs C
+27.1%
-28.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.1% |
| 7D | +1.5% | +1.1% | +0.5% | +1.0% |
| 30D | -4.4% | -2.4% | -2.0% | -3.3% |
| 3M | -17.5% | -8.4% | -9.1% | -13.7% |
| 6M | -0.1% | +0.3% | -0.4% | -1.2% |
| YTD | -4.6% | +9.1% | -13.7% | -10.5% |
| 1Y | -1.5% | +26.0% | -27.6% | -15.7% |
| All | -1.5% | +27.1% | -28.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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