+21.9%
BAC vs RF
+46.7%
-24.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +0.8% |
| 7D | +2.0% | -0.1% | +2.1% | +2.1% |
| 30D | -6.9% | +7.0% | -14.0% | -11.0% |
| 3M | -19.6% | -7.0% | -12.5% | -15.7% |
| 6M | -0.5% | +6.8% | -7.2% | -5.0% |
| YTD | -6.6% | +9.9% | -16.5% | -12.8% |
| 1Y | -3.0% | +21.1% | -24.1% | -15.1% |
| 3Y | +97.3% | +119.6% | -22.3% | +15.4% |
| 5Y | +21.9% | +46.2% | -24.3% | -9.6% |
| All | +21.9% | +46.7% | -24.9% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling