-5.3%
BAC vs COO
-9.4%
+4.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | -1.2% | +4.7% | -5.9% | -1.9% |
| 30D | -7.7% | +13.9% | -21.6% | -9.4% |
| 3M | -21.2% | -14.9% | -6.2% | -18.0% |
| 6M | -6.8% | +2.0% | -8.9% | -8.7% |
| YTD | -8.7% | -23.9% | +15.2% | -1.8% |
| 1Y | -5.3% | -9.6% | +4.3% | -2.2% |
| All | -5.3% | -9.4% | +4.1% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling