+20.7%
BAC vs Q
+71.3%
-50.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +1.1% | +0.2% | +0.8% | +1.1% |
| 30D | -0.4% | -11.1% | +10.7% | +0.4% |
| 3M | +16.9% | -22.1% | +39.0% | +18.4% |
| 6M | +26.6% | +0.5% | +26.1% | +23.7% |
| YTD | +15.8% | +47.8% | -32.0% | +9.1% |
| All | +20.7% | +71.3% | -50.6% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling