+262.2%
BAC vs XYZ
+634.5%
-372.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.5% |
| 7D | +1.5% | -2.1% | +3.6% | +1.9% |
| 30D | -6.4% | +7.0% | -13.4% | -7.8% |
| 3M | -21.7% | +5.1% | -26.8% | -22.7% |
| 6M | +0.5% | +14.1% | -13.6% | -2.9% |
| YTD | -6.7% | +26.4% | -33.1% | -12.6% |
| 1Y | -4.7% | +25.1% | -29.7% | -10.6% |
| 3Y | +96.1% | +59.7% | +36.4% | +67.7% |
| 5Y | +21.7% | -63.8% | +85.5% | +27.9% |
| 10Y | +232.0% | +592.4% | -360.4% | +70.5% |
| All | +262.2% | +634.5% | -372.3% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling