-1.5%
BAC vs D
+23.9%
-25.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.4% | -0.5% | +3.5% |
| 7D | +1.5% | +8.5% | -7.0% | +0.8% |
| 30D | -4.4% | +14.3% | -18.7% | -5.5% |
| 3M | -17.5% | +1.8% | -19.3% | -17.8% |
| 6M | -0.1% | +13.0% | -13.1% | -1.2% |
| YTD | -4.6% | +22.7% | -27.4% | -5.5% |
| 1Y | -1.5% | +22.6% | -24.1% | -2.6% |
| All | -1.5% | +23.9% | -25.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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