+46.0%
BAC vs COMP
-49.2%
+95.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +1.7% |
| 7D | +2.0% | +14.5% | -12.6% | +0.4% |
| 30D | -6.9% | +14.9% | -21.8% | -8.5% |
| 3M | -19.6% | -14.2% | -5.3% | -18.6% |
| 6M | -0.5% | +23.7% | -24.2% | -3.5% |
| YTD | -6.6% | +2.1% | -8.7% | -8.6% |
| 1Y | -3.0% | +26.2% | -29.2% | -7.2% |
| 3Y | +97.3% | +470.9% | -373.6% | +53.3% |
| 5Y | +21.9% | -14.0% | +35.9% | +5.9% |
| All | +46.0% | -49.2% | +95.3% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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