+1,376.8%
BAC vs C
+1,202.3%
+174.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.1% | +3.6% | -2.5% | -1.4% |
| 30D | -0.4% | +0.1% | -0.5% | -0.6% |
| 3M | +16.9% | +2.4% | +14.5% | +14.2% |
| 6M | +26.6% | +24.9% | +1.7% | +7.3% |
| YTD | +15.8% | +19.8% | -4.0% | +0.5% |
| 1Y | +27.2% | +44.9% | -17.7% | -3.6% |
| 3Y | +132.4% | +263.0% | -130.6% | -8.4% |
| 5Y | +72.6% | +129.5% | -57.0% | -6.9% |
| 10Y | +389.7% | +291.6% | +98.1% | +81.3% |
| All | +1,376.8% | +1,202.3% | +174.5% | +290.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling