+929.2%
BAC vs STM
+1,808.6%
-879.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -2.1% |
| 7D | -1.2% | -10.7% | +9.6% | +2.1% |
| 30D | -7.7% | -25.7% | +18.1% | +0.8% |
| 3M | -21.2% | -21.6% | +0.4% | -16.0% |
| 6M | -6.8% | -27.8% | +21.0% | -2.0% |
| YTD | -8.7% | +61.8% | -70.5% | -28.0% |
| 1Y | -5.3% | +78.1% | -83.4% | -27.8% |
| 3Y | +87.4% | +4.9% | +82.5% | +59.3% |
| 5Y | +18.9% | -14.3% | +33.2% | +4.0% |
| 10Y | +273.3% | +414.1% | -140.8% | +59.2% |
| All | +929.2% | +1,808.6% | -879.5% | +197.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling