+74.4%
BAC vs CAPR
-99.1%
+173.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +1.1% | -2.0% | +3.1% | +1.1% |
| 30D | -0.4% | +139.2% | -139.6% | -1.6% |
| 3M | +16.9% | -66.4% | +83.3% | +17.4% |
| 6M | +26.6% | -63.1% | +89.7% | +26.9% |
| YTD | +15.8% | -67.4% | +83.2% | +16.2% |
| 1Y | +27.2% | +58.2% | -31.1% | +22.1% |
| 3Y | +132.4% | +42.2% | +90.2% | +120.0% |
| 5Y | +72.6% | +87.3% | -14.7% | +61.8% |
| 10Y | +389.7% | -75.3% | +465.0% | +343.4% |
| All | +74.4% | -99.1% | +173.5% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling