+71.4%
BAC vs S
-71.4%
+142.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +1.1% | -7.7% | +8.8% | +1.8% |
| 30D | -0.4% | -5.3% | +4.9% | -0.1% |
| 3M | +16.9% | +20.3% | -3.4% | +14.2% |
| 6M | +26.6% | +47.4% | -20.8% | +20.5% |
| YTD | +15.8% | +32.5% | -16.7% | +11.3% |
| 1Y | +27.2% | +9.5% | +17.6% | +24.3% |
| 3Y | +132.4% | +15.5% | +116.9% | +121.8% |
| All | +71.4% | -71.4% | +142.8% | +69.5% |
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 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