-5.4%
BAC vs P
+26.4%
-31.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -16.4% | +12.8% | -2.8% |
| 7D | -2.7% | -31.9% | +29.2% | -1.1% |
| 30D | -8.0% | -36.5% | +28.5% | -6.1% |
| 3M | -20.9% | +11.6% | -32.5% | -20.0% |
| 6M | -5.4% | +25.2% | -30.6% | -4.5% |
| All | -5.4% | +26.4% | -31.8% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling