+1,376.8%
BAC vs RF
+1,537.4%
-160.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +0.6% | +1.3% | -0.7% | -0.3% |
| 30D | -0.9% | -3.6% | +2.7% | +1.5% |
| 3M | +16.3% | +8.1% | +8.2% | +10.2% |
| 6M | +26.0% | +11.5% | +14.5% | +16.8% |
| YTD | +15.2% | +15.6% | -0.4% | +4.0% |
| 1Y | +26.5% | +15.7% | +10.8% | +13.6% |
| 3Y | +132.4% | +86.9% | +45.5% | +48.4% |
| 5Y | +72.6% | +89.8% | -17.2% | +6.2% |
| 10Y | +389.7% | +344.7% | +45.0% | +62.4% |
| All | +1,376.8% | +1,537.4% | -160.6% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling