+39.6%
BAC vs S
-49.1%
+88.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +2.1% | +1.4% | +0.7% | +1.9% |
| 30D | -6.7% | -10.8% | +4.1% | -5.9% |
| 3M | -20.2% | +5.4% | -25.6% | -21.0% |
| 6M | -0.2% | +41.2% | -41.4% | -4.2% |
| YTD | -6.4% | +56.2% | -62.6% | -11.5% |
| 1Y | -3.1% | +36.3% | -39.4% | -7.2% |
| 3Y | +96.7% | +49.4% | +47.3% | +83.8% |
| 5Y | +21.3% | -66.9% | +88.1% | +15.7% |
| All | +39.6% | -49.1% | +88.7% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling