+1,376.8%
BAC vs COO
+5,988.7%
-4,611.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +1.1% | -2.2% | +3.3% | +1.3% |
| 30D | -0.4% | -7.0% | +6.6% | +0.4% |
| 3M | +16.9% | +12.2% | +4.7% | +15.2% |
| 6M | +26.6% | -15.1% | +41.7% | +28.8% |
| YTD | +15.8% | -15.1% | +30.9% | +17.8% |
| 1Y | +27.2% | +2.3% | +24.8% | +26.5% |
| 3Y | +132.4% | -23.7% | +156.1% | +137.3% |
| 5Y | +72.6% | -38.9% | +111.5% | +79.8% |
| 10Y | +389.7% | +49.9% | +339.8% | +367.1% |
| All | +1,376.8% | +5,988.7% | -4,611.9% | +1,070.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling