+162.2%
BAC vs DOW
-15.8%
+178.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | +1.3% |
| 7D | +1.1% | -2.4% | +3.5% | +2.1% |
| 30D | -0.4% | +0.4% | -0.8% | -1.0% |
| 3M | +16.9% | -14.4% | +31.3% | +24.0% |
| 6M | +26.6% | -7.0% | +33.6% | +25.2% |
| YTD | +15.8% | +30.2% | -14.4% | -5.5% |
| 1Y | +27.2% | +29.2% | -2.0% | +2.1% |
| 3Y | +132.4% | -36.7% | +169.1% | +170.3% |
| 5Y | +72.6% | -37.7% | +110.3% | +98.7% |
| All | +162.2% | -15.8% | +178.0% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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