-1.4%
BAC vs CAPR
+63.5%
-64.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.9% | +7.9% | +1.0% |
| 7D | +3.2% | +5.9% | -2.7% | +3.2% |
| 30D | -0.7% | +44.6% | -45.3% | -0.9% |
| 3M | -20.0% | +126.4% | -146.4% | -20.4% |
| 6M | +3.4% | -68.6% | +72.0% | +3.6% |
| YTD | -5.7% | -67.0% | +61.2% | -5.7% |
| 1Y | -1.4% | +65.2% | -66.6% | -2.8% |
| All | -1.4% | +63.5% | -64.9% | -2.8% |
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