-3.1%
BAC vs CAPR
+47.8%
-50.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.9% | +10.2% | +0.3% |
| 7D | +2.1% | +7.6% | -5.6% | +2.0% |
| 30D | -6.7% | +13.3% | -20.0% | -6.8% |
| 3M | -20.2% | +130.4% | -150.6% | -20.6% |
| 6M | -0.2% | -70.8% | +70.6% | 0.0% |
| YTD | -6.4% | -69.3% | +62.9% | -6.2% |
| 1Y | -3.1% | +59.5% | -62.6% | -4.7% |
| All | -3.1% | +47.8% | -50.9% | -4.7% |
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