+233.0%
BAC vs CAPR
-59.1%
+292.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +26.5% | -26.5% | -0.4% |
| 7D | -1.9% | +25.8% | -27.6% | -2.3% |
| 30D | -7.2% | +50.2% | -57.4% | -7.9% |
| 3M | -20.4% | +185.5% | -205.9% | -22.1% |
| 6M | +1.3% | -64.8% | +66.1% | +1.6% |
| YTD | -6.4% | -61.1% | +54.7% | -6.4% |
| 1Y | -3.5% | +81.0% | -84.5% | -9.2% |
| 3Y | +96.7% | +300.7% | -204.0% | +76.5% |
| 5Y | +20.6% | +223.3% | -202.8% | +7.4% |
| 10Y | +233.0% | -58.8% | +291.8% | +178.1% |
| All | +233.0% | -59.1% | +292.1% | +178.1% |
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