+399.1%
BAC vs M
-1.9%
+401.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.6% | -0.7% |
| 7D | +1.1% | +4.7% | -3.6% | -0.1% |
| 30D | -0.4% | -9.6% | +9.2% | +2.1% |
| 3M | +16.9% | +0.9% | +16.1% | +16.0% |
| 6M | +26.6% | +22.3% | +4.3% | +19.2% |
| YTD | +15.8% | +6.5% | +9.3% | +12.6% |
| 1Y | +27.2% | +38.8% | -11.6% | +14.9% |
| 3Y | +132.4% | +115.9% | +16.5% | +75.1% |
| 5Y | +72.6% | +28.6% | +43.9% | +37.8% |
| All | +399.1% | -1.9% | +401.0% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling