+139.4%
BAC vs NOC
+27.2%
+112.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.1% |
| 7D | +1.1% | -5.2% | +6.3% | +1.4% |
| 30D | -0.4% | -7.2% | +6.8% | 0.0% |
| 3M | +16.9% | -5.1% | +22.0% | +17.3% |
| 6M | +26.6% | -31.1% | +57.7% | +28.0% |
| YTD | +15.8% | -8.6% | +24.4% | +16.0% |
| 1Y | +27.2% | -9.7% | +36.9% | +27.3% |
| All | +139.4% | +27.2% | +112.2% | +133.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 3y: compounded portfolio wealth divided by compounded NOC 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…
3y analysis · Full analysis span regression · 6 months rolling