-1.5%
BAC vs P
+19.7%
-21.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.0% | +9.0% | +4.2% |
| 7D | +1.5% | -19.4% | +20.9% | +2.5% |
| 30D | -4.4% | -22.3% | +17.9% | -3.2% |
| 3M | -17.5% | +33.2% | -50.7% | -18.4% |
| 6M | -0.1% | +53.6% | -53.7% | -2.1% |
| YTD | -4.6% | +66.8% | -71.4% | -7.0% |
| 1Y | -1.5% | +17.5% | -19.0% | -4.5% |
| All | -1.5% | +19.7% | -21.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling