+399.1%
BAC vs COO
+48.2%
+350.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +1.1% | -2.2% | +3.3% | +2.0% |
| 30D | -0.4% | -7.0% | +6.6% | +2.5% |
| 3M | +16.9% | +12.2% | +4.7% | +10.8% |
| 6M | +26.6% | -15.1% | +41.7% | +34.4% |
| YTD | +15.8% | -15.1% | +30.9% | +22.8% |
| 1Y | +27.2% | +2.3% | +24.8% | +23.9% |
| 3Y | +132.4% | -23.7% | +156.1% | +147.1% |
| 5Y | +72.6% | -38.9% | +111.5% | +99.8% |
| All | +399.1% | +48.2% | +350.9% | +368.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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