+299.6%
BAC vs P
+469.1%
-169.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.3% |
| 7D | -1.2% | -23.8% | +22.6% | +3.3% |
| 30D | -7.7% | -36.6% | +29.0% | -0.6% |
| 3M | -21.2% | +10.9% | -32.0% | -23.9% |
| 6M | -6.8% | +30.0% | -36.8% | -14.1% |
| YTD | -8.7% | +44.4% | -53.1% | -18.2% |
| 1Y | -5.3% | +3.9% | -9.2% | -10.9% |
| 3Y | +87.4% | +176.6% | -89.1% | +33.3% |
| 5Y | +18.9% | +249.3% | -230.4% | -22.7% |
| 10Y | +273.3% | +726.9% | -453.6% | +88.0% |
| All | +299.6% | +469.1% | -169.6% | +104.1% |
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