+1,072.4%
BAC vs D
+2,488.7%
-1,416.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.5% | -3.5% |
| 7D | -2.7% | +6.9% | -9.6% | -6.1% |
| 30D | -8.0% | +12.3% | -20.3% | -13.5% |
| 3M | -20.9% | +3.0% | -24.0% | -22.4% |
| 6M | -5.4% | +12.8% | -18.2% | -11.8% |
| YTD | -8.1% | +22.6% | -30.6% | -18.4% |
| 1Y | -3.1% | +21.7% | -24.8% | -13.9% |
| 3Y | +88.1% | +83.9% | +4.2% | +30.4% |
| 5Y | +19.7% | +14.0% | +5.8% | +5.5% |
| 10Y | +275.9% | +45.6% | +230.3% | +172.8% |
| All | +1,072.4% | +2,488.7% | -1,416.2% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling