+1,064.4%
BAC vs C
+1,032.0%
+32.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -1.0% |
| 7D | -1.2% | -2.4% | +1.2% | +0.5% |
| 30D | -7.7% | -6.0% | -1.7% | -3.8% |
| 3M | -21.2% | -10.5% | -10.6% | -15.0% |
| 6M | -6.8% | -5.7% | -1.1% | -3.9% |
| YTD | -8.7% | +4.1% | -12.8% | -12.8% |
| 1Y | -5.3% | +20.5% | -25.8% | -18.3% |
| 3Y | +87.4% | +208.1% | -120.7% | -17.3% |
| 5Y | +18.9% | +110.4% | -91.5% | -31.9% |
| 10Y | +273.3% | +234.6% | +38.7% | +53.9% |
| All | +1,064.4% | +1,032.0% | +32.4% | +239.1% |
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