+155.6%
BAC vs NDAQ
+2,593.6%
-2,438.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.2% | +0.8% | -2.0% | -1.6% |
| 30D | -7.7% | +16.5% | -24.2% | -15.2% |
| 3M | -21.2% | +13.5% | -34.7% | -26.8% |
| 6M | -6.8% | +20.9% | -27.8% | -17.2% |
| YTD | -8.7% | +11.4% | -20.1% | -16.0% |
| 1Y | -5.3% | +25.9% | -31.2% | -18.6% |
| 3Y | +87.4% | +119.9% | -32.4% | +17.5% |
| 5Y | +18.9% | +61.7% | -42.8% | -13.6% |
| 10Y | +273.3% | +481.6% | -208.3% | +32.9% |
| All | +155.6% | +2,593.6% | -2,438.0% | -40.8% |
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