-3.5%
BAC vs C
+24.7%
-28.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.9% |
| 7D | -1.9% | -0.4% | -1.4% | -1.7% |
| 30D | -7.2% | -5.3% | -1.8% | -4.5% |
| 3M | -20.4% | -8.0% | -12.4% | -16.9% |
| 6M | +1.3% | -0.3% | +1.5% | +0.4% |
| YTD | -6.4% | +8.6% | -15.0% | -12.1% |
| 1Y | -3.5% | +25.8% | -29.3% | -18.9% |
| All | -3.5% | +24.7% | -28.2% | -18.9% |
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