+135.1%
BAC vs STM
+16.2%
+118.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -1.9% | -0.3% |
| 7D | +1.1% | +5.8% | -4.7% | +0.3% |
| 30D | -0.4% | -1.0% | +0.6% | -0.4% |
| 3M | +16.9% | -33.3% | +50.2% | +22.8% |
| 6M | +26.6% | +57.4% | -30.7% | +12.2% |
| YTD | +15.8% | +102.2% | -86.4% | -2.9% |
| 1Y | +27.2% | +99.6% | -72.4% | +6.1% |
| All | +135.1% | +16.2% | +118.9% | +106.4% |
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