+1,376.8%
BAC vs T
+1,918.9%
-542.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.9% | +1.0% |
| 7D | +1.1% | -1.3% | +2.4% | +1.8% |
| 30D | -0.4% | +11.4% | -11.8% | -6.0% |
| 3M | +16.9% | +14.3% | +2.6% | +8.2% |
| 6M | +26.6% | -9.3% | +35.9% | +31.6% |
| YTD | +15.8% | +7.1% | +8.7% | +9.3% |
| 1Y | +27.2% | -9.1% | +36.3% | +30.6% |
| 3Y | +132.4% | +105.3% | +27.1% | +48.7% |
| 5Y | +72.6% | +66.8% | +5.8% | +20.0% |
| 10Y | +389.7% | +66.8% | +322.9% | +242.7% |
| All | +1,376.8% | +1,918.9% | -542.1% | +221.0% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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