+95.9%
BAC vs S
+42.2%
+53.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +5.9% | +0.3% |
| 7D | +1.5% | +4.1% | -2.6% | +1.1% |
| 30D | -6.4% | -7.2% | +0.8% | -5.8% |
| 3M | -21.7% | 0.0% | -21.6% | -22.0% |
| 6M | +0.5% | +41.6% | -41.1% | -4.5% |
| YTD | -6.7% | +48.6% | -55.3% | -12.5% |
| 1Y | -4.7% | +30.0% | -34.7% | -9.1% |
| All | +95.9% | +42.2% | +53.8% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling