+87.4%
BAC vs STM
+4.7%
+82.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.3% |
| 7D | -1.2% | -10.7% | +9.6% | +0.2% |
| 30D | -7.7% | -25.7% | +18.1% | -4.1% |
| 3M | -21.2% | -21.6% | +0.4% | -18.9% |
| 6M | -6.8% | -27.8% | +21.0% | -5.2% |
| YTD | -8.7% | +61.8% | -70.5% | -20.9% |
| 1Y | -5.3% | +78.1% | -83.4% | -19.6% |
| 3Y | +87.4% | +4.9% | +82.5% | +55.7% |
| All | +87.4% | +4.7% | +82.7% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling