+263.2%
BAC vs CAPR
-68.5%
+331.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.3% | -0.8% |
| 7D | -1.2% | +41.1% | -42.2% | -1.7% |
| 30D | -7.7% | +11.1% | -18.8% | -7.9% |
| 3M | -21.2% | +115.3% | -136.5% | -22.4% |
| 6M | -6.8% | -73.8% | +67.0% | -6.0% |
| YTD | -8.7% | -68.8% | +60.1% | -8.3% |
| 1Y | -5.3% | +43.3% | -48.6% | -10.5% |
| 3Y | +87.4% | +214.7% | -127.2% | +69.1% |
| 5Y | +18.9% | +141.3% | -122.4% | +6.5% |
| All | +263.2% | -68.5% | +331.7% | +205.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling