+22.6%
BAC vs S
-71.1%
+93.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +3.2% | +2.0% | +1.3% | +3.0% |
| 30D | -0.7% | -2.7% | +2.0% | -0.6% |
| 3M | -20.0% | -6.9% | -13.1% | -19.8% |
| 6M | +3.4% | +38.1% | -34.6% | -1.1% |
| YTD | -5.7% | +48.0% | -53.7% | -11.0% |
| 1Y | -1.4% | +34.5% | -35.9% | -6.1% |
| 3Y | +97.9% | +38.3% | +59.6% | +84.2% |
| All | +22.6% | -71.1% | +93.7% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling