+26.5%
BAC vs CAPR
+48.7%
-22.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | +0.6% | -2.0% | +2.6% | +0.6% |
| 30D | -0.9% | +139.2% | -140.1% | -1.4% |
| 3M | +16.3% | -66.4% | +82.7% | +16.6% |
| 6M | +26.0% | -63.1% | +89.1% | +26.1% |
| YTD | +15.2% | -67.4% | +82.6% | +15.4% |
| 1Y | +26.5% | +58.2% | -31.7% | +25.1% |
| All | +26.5% | +48.7% | -22.2% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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