+224.2%
BAC vs NDAQ
+2,327.9%
-2,103.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.9% |
| 7D | +1.1% | -2.4% | +3.5% | +2.4% |
| 30D | -0.4% | +2.5% | -2.8% | -1.8% |
| 3M | +16.9% | +9.9% | +7.0% | +10.1% |
| 6M | +26.6% | +9.4% | +17.2% | +18.8% |
| YTD | +15.8% | +0.4% | +15.4% | +13.1% |
| 1Y | +27.2% | +4.0% | +23.1% | +21.5% |
| 3Y | +132.4% | +94.4% | +38.0% | +56.2% |
| 5Y | +72.6% | +56.7% | +15.9% | +27.7% |
| 10Y | +389.7% | +375.3% | +14.4% | +94.9% |
| All | +224.2% | +2,327.9% | -2,103.7% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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