+349.5%
BAC vs XYZ
+638.9%
-289.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +1.1% | -1.0% | +2.1% | +1.2% |
| 30D | -0.4% | -1.7% | +1.3% | -0.3% |
| 3M | +16.9% | +16.7% | +0.2% | +12.9% |
| 6M | +26.6% | +26.9% | -0.2% | +19.8% |
| YTD | +15.8% | +27.1% | -11.4% | +8.6% |
| 1Y | +27.2% | +9.3% | +17.9% | +22.4% |
| 3Y | +132.4% | +42.3% | +90.1% | +103.1% |
| 5Y | +72.6% | -69.3% | +141.9% | +87.3% |
| 10Y | +389.7% | +586.8% | -197.1% | +152.1% |
| All | +349.5% | +638.9% | -289.4% | +112.7% |
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