+1,376.6%
BAC vs NYT
+754.7%
+621.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +1.3% |
| 7D | +0.6% | -1.6% | +2.2% | +1.3% |
| 30D | -1.4% | +2.8% | -4.1% | -2.6% |
| 3M | +15.7% | -9.2% | +25.0% | +19.2% |
| 6M | +32.2% | -17.1% | +49.3% | +40.8% |
| YTD | +15.8% | -3.2% | +19.0% | +14.9% |
| 1Y | +27.3% | +15.7% | +11.6% | +16.6% |
| 3Y | +137.5% | +55.7% | +81.7% | +86.1% |
| 5Y | +73.1% | +39.4% | +33.7% | +36.4% |
| 10Y | +397.7% | +485.6% | -87.8% | +86.5% |
| All | +1,376.6% | +754.7% | +621.8% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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