+26.5%
BAC vs S
+10.1%
+16.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | +0.6% | -7.7% | +8.3% | +0.9% |
| 30D | -0.9% | -5.3% | +4.4% | -0.8% |
| 3M | +16.3% | +20.3% | -4.0% | +14.9% |
| 6M | +26.0% | +47.4% | -21.4% | +21.7% |
| YTD | +15.2% | +32.5% | -17.3% | +11.9% |
| 1Y | +26.5% | +9.5% | +17.0% | +25.3% |
| All | +26.5% | +10.1% | +16.4% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling