+81.1%
BAC vs COMP
-47.7%
+128.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +0.6% | +1.4% | -0.8% | +0.4% |
| 30D | -0.9% | -13.3% | +12.4% | +0.5% |
| 3M | +16.3% | +41.1% | -24.8% | +11.7% |
| 6M | +26.0% | +17.2% | +8.8% | +22.3% |
| YTD | +15.2% | +5.2% | +10.0% | +12.8% |
| 1Y | +26.5% | +18.9% | +7.6% | +21.7% |
| 3Y | +132.4% | +215.9% | -83.5% | +92.2% |
| 5Y | +72.6% | -31.2% | +103.8% | +52.3% |
| All | +81.1% | -47.7% | +128.7% | +58.6% |
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