+88.7%
BAC vs RF
+105.6%
-16.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.2% |
| 7D | -2.7% | -1.6% | -1.1% | -1.6% |
| 30D | -8.0% | +5.0% | -13.0% | -11.0% |
| 3M | -20.9% | -10.0% | -10.9% | -15.2% |
| 6M | -5.4% | +3.3% | -8.7% | -7.8% |
| YTD | -8.1% | +7.9% | -16.0% | -13.3% |
| 1Y | -3.1% | +21.2% | -24.3% | -15.8% |
| All | +88.7% | +105.6% | -16.8% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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