+95.9%
BAC vs XYZ
+61.5%
+34.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.4% |
| 7D | +1.5% | -2.1% | +3.6% | +1.9% |
| 30D | -6.4% | +7.0% | -13.4% | -7.7% |
| 3M | -21.7% | +5.1% | -26.8% | -22.6% |
| 6M | +0.5% | +14.1% | -13.6% | -2.6% |
| YTD | -6.7% | +26.4% | -33.1% | -12.0% |
| 1Y | -4.7% | +25.1% | -29.7% | -10.1% |
| All | +95.9% | +61.5% | +34.5% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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