-1.4%
BAC vs M
+24.3%
-25.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +3.2% | +7.0% | -3.8% | +1.7% |
| 30D | -0.7% | +8.9% | -9.6% | -2.4% |
| 3M | -20.0% | +4.5% | -24.5% | -20.7% |
| 6M | +3.4% | +36.2% | -32.8% | -5.0% |
| YTD | -5.7% | +15.1% | -20.9% | -9.7% |
| 1Y | -1.4% | +27.4% | -28.9% | -7.4% |
| All | -1.4% | +24.3% | -25.7% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling