-1.5%
BAC vs STM
+92.4%
-93.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.1% | +10.0% | +4.3% |
| 7D | +1.5% | -6.0% | +7.6% | +1.9% |
| 30D | -4.4% | -20.9% | +16.6% | -3.1% |
| 3M | -17.5% | -15.8% | -1.7% | -16.8% |
| 6M | -0.1% | -17.0% | +17.0% | -1.6% |
| YTD | -4.6% | +76.8% | -81.4% | -17.7% |
| 1Y | -1.5% | +96.5% | -98.0% | -17.2% |
| All | -1.5% | +92.4% | -93.9% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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