+71.4%
BAC vs C
+128.9%
-57.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.2% |
| 7D | +1.1% | +3.6% | -2.5% | -1.5% |
| 30D | -0.4% | +0.1% | -0.5% | -0.6% |
| 3M | +16.9% | +2.4% | +14.5% | +14.0% |
| 6M | +26.6% | +24.9% | +1.7% | +6.0% |
| YTD | +15.8% | +19.8% | -4.0% | -0.5% |
| 1Y | +27.2% | +44.9% | -17.7% | -5.8% |
| 3Y | +132.4% | +263.0% | -130.6% | -19.3% |
| All | +71.4% | +128.9% | -57.5% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling