+19.7%
BAC vs COMP
-28.0%
+47.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -8.2% | +4.5% | -2.7% |
| 7D | -2.7% | -1.8% | -0.9% | -2.5% |
| 30D | -8.0% | -0.8% | -7.3% | -8.1% |
| 3M | -20.9% | -28.1% | +7.2% | -18.4% |
| 6M | -5.4% | +27.0% | -32.4% | -8.8% |
| YTD | -8.1% | -12.8% | +4.7% | -8.4% |
| 1Y | -3.1% | +4.9% | -8.0% | -5.5% |
| 3Y | +88.1% | +321.0% | -232.9% | +50.2% |
| 5Y | +19.7% | -25.6% | +45.3% | +4.5% |
| All | +19.7% | -28.0% | +47.7% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling