+1,064.4%
BAC vs EMR
+4,298.0%
-3,233.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.2% | -1.6% | +0.4% | -0.1% |
| 30D | -7.7% | +2.0% | -9.6% | -8.9% |
| 3M | -21.2% | +3.8% | -25.0% | -23.6% |
| 6M | -6.8% | +10.5% | -17.4% | -14.5% |
| YTD | -8.7% | +23.7% | -32.4% | -23.8% |
| 1Y | -5.3% | +25.4% | -30.7% | -21.9% |
| 3Y | +87.4% | +86.6% | +0.9% | +12.5% |
| 5Y | +18.9% | +83.0% | -64.1% | -28.8% |
| 10Y | +273.3% | +319.5% | -46.2% | +21.5% |
| All | +1,064.4% | +4,298.0% | -3,233.6% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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