+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 all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | +0.6% | +3.6% | -3.0% | -1.9% |
| 30D | -0.9% | +0.1% | -1.0% | -1.1% |
| 3M | +16.3% | +2.4% | +13.9% | +13.6% |
| 6M | +26.0% | +24.9% | +1.0% | +6.7% |
| YTD | +15.2% | +19.8% | -4.6% | 0.0% |
| 1Y | +26.5% | +44.9% | -18.3% | -4.1% |
| 3Y | +132.4% | +263.0% | -130.6% | -8.3% |
| 5Y | +72.6% | +129.5% | -57.0% | -6.8% |
| 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 all: 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…
all analysis · Full analysis span regression · 6 months rolling