+406.8%
BAC vs P
+485.4%
-78.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.3% |
| 7D | +1.1% | +6.5% | -5.5% | -0.1% |
| 30D | -0.4% | +18.8% | -19.2% | -4.0% |
| 3M | +16.9% | +26.7% | -9.8% | +10.5% |
| 6M | +26.6% | +62.2% | -35.6% | +12.9% |
| YTD | +15.8% | +48.5% | -32.7% | +4.4% |
| 1Y | +27.2% | +26.4% | +0.8% | +16.0% |
| 3Y | +132.4% | +159.4% | -27.0% | +69.7% |
| 5Y | +72.6% | +275.8% | -203.2% | +11.7% |
| 10Y | +389.7% | +732.0% | -342.3% | +148.6% |
| All | +406.8% | +485.4% | -78.6% | +160.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling