-3.4%
BAC vs COMP
+25.5%
-28.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +1.7% |
| 7D | +2.0% | +14.5% | -12.6% | +0.5% |
| 30D | -6.9% | +14.9% | -21.8% | -8.5% |
| 3M | -19.6% | -14.2% | -5.3% | -18.7% |
| 6M | -0.5% | +23.7% | -24.2% | -3.4% |
| YTD | -6.6% | +2.1% | -8.7% | -6.9% |
| All | -3.4% | +25.5% | -28.8% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling