+1,062.2%
BAC vs M
+439.9%
+622.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -1.9% | -3.3% | +1.4% | -0.8% |
| 30D | -7.2% | +8.1% | -15.3% | -10.0% |
| 3M | -20.4% | +2.2% | -22.6% | -21.7% |
| 6M | +1.3% | +35.1% | -33.8% | -10.7% |
| YTD | -6.4% | +15.8% | -22.2% | -13.4% |
| 1Y | -3.5% | +25.8% | -29.3% | -13.7% |
| 3Y | +96.7% | +156.2% | -59.5% | +22.9% |
| 5Y | +20.6% | -2.4% | +22.9% | -2.9% |
| 10Y | +233.0% | -7.1% | +240.2% | +103.9% |
| All | +1,062.2% | +439.9% | +622.3% | +230.1% |
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