-2.7%
BAC vs Q
+74.5%
-77.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.7% | -0.1% |
| 7D | +1.5% | +11.5% | -10.0% | +0.6% |
| 30D | -6.4% | -0.2% | -6.2% | -6.5% |
| 3M | -21.7% | -13.6% | -8.1% | -20.9% |
| 6M | +0.5% | -27.0% | +27.5% | +2.5% |
| YTD | -6.7% | +50.5% | -57.2% | -12.3% |
| 1Y | -4.7% | +33.8% | -38.4% | -9.5% |
| All | -2.7% | +74.5% | -77.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · 6 months rolling