+106.7%
BAC vs DOW
-10.2%
+116.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.1% |
| 7D | -1.2% | -9.5% | +8.3% | +3.2% |
| 30D | -7.7% | +13.1% | -20.7% | -13.0% |
| 3M | -21.2% | +4.8% | -26.0% | -23.6% |
| 6M | -6.8% | -16.7% | +9.8% | -0.8% |
| YTD | -8.7% | +38.9% | -47.6% | -28.0% |
| 1Y | -5.3% | +48.3% | -53.6% | -28.4% |
| 3Y | +87.4% | -24.4% | +111.8% | +96.1% |
| 5Y | +18.9% | -29.2% | +48.1% | +27.3% |
| All | +106.7% | -10.2% | +116.9% | +56.4% |
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