+49.1%
BAC vs COMP
-52.8%
+101.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +7.7% | -3.8% | +3.2% |
| 7D | +1.5% | +9.5% | -8.0% | +0.5% |
| 30D | -4.4% | +8.1% | -12.5% | -5.3% |
| 3M | -17.5% | -16.3% | -1.2% | -16.2% |
| 6M | -0.1% | +42.2% | -42.3% | -4.8% |
| YTD | -4.6% | -5.0% | +0.4% | -5.8% |
| 1Y | -1.5% | +20.1% | -21.6% | -5.3% |
| 3Y | +95.2% | +358.4% | -263.2% | +55.3% |
| 5Y | +23.3% | -21.9% | +45.2% | +8.2% |
| All | +49.1% | -52.8% | +101.9% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling