+1,033.5%
BAC vs M
+401.4%
+632.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.9% |
| 7D | -1.2% | -4.3% | +3.1% | +0.3% |
| 30D | -7.7% | +1.3% | -8.9% | -8.3% |
| 3M | -21.2% | -7.4% | -13.8% | -19.6% |
| 6M | -6.8% | +18.3% | -25.2% | -13.9% |
| YTD | -8.7% | +7.6% | -16.3% | -13.2% |
| 1Y | -5.3% | +17.4% | -22.7% | -13.1% |
| 3Y | +87.4% | +108.4% | -20.9% | +26.4% |
| 5Y | +18.9% | -10.6% | +29.5% | -1.1% |
| 10Y | +273.3% | -3.2% | +276.5% | +123.3% |
| All | +1,033.5% | +401.4% | +632.1% | +230.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling