+391.8%
BAC vs CAPR
-77.1%
+468.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.2% | -0.4% |
| 7D | +1.2% | -9.5% | +10.6% | +1.3% |
| 30D | -0.7% | +121.5% | -122.2% | -2.3% |
| 3M | +16.9% | -65.4% | +82.3% | +17.6% |
| 6M | +29.6% | -67.5% | +97.1% | +30.3% |
| YTD | +15.3% | -68.6% | +83.9% | +15.9% |
| 1Y | +28.8% | +42.7% | -13.8% | +21.7% |
| 3Y | +136.4% | +43.4% | +93.0% | +116.6% |
| 5Y | +72.9% | +86.0% | -13.1% | +55.6% |
| 10Y | +391.8% | -77.4% | +469.2% | +328.3% |
| All | +391.8% | -77.1% | +468.9% | +328.3% |
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