+675.2%
BAC vs RMD
+37,961.8%
-37,286.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -1.2% | +2.3% | -3.5% | -1.7% |
| 30D | -7.7% | +4.1% | -11.8% | -8.6% |
| 3M | -21.2% | +5.7% | -26.9% | -22.4% |
| 6M | -6.8% | +12.9% | -19.7% | -9.9% |
| YTD | -8.7% | -1.5% | -7.2% | -9.1% |
| 1Y | -5.3% | -4.8% | -0.5% | -5.0% |
| 3Y | +87.4% | +57.5% | +30.0% | +64.5% |
| 5Y | +18.9% | -5.5% | +24.4% | +15.2% |
| 10Y | +273.3% | +357.8% | -84.5% | +152.5% |
| All | +675.2% | +37,961.8% | -37,286.6% | +300.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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