-1.5%
BAC vs Z
-54.2%
+52.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.4% | -5.5% | +2.9% |
| 7D | +1.5% | +10.2% | -8.6% | +0.3% |
| 30D | -4.4% | +23.7% | -28.1% | -7.0% |
| 3M | -17.5% | -6.6% | -10.9% | -16.9% |
| 6M | -0.1% | -23.0% | +23.0% | +4.3% |
| YTD | -4.6% | -50.3% | +45.7% | +4.0% |
| 1Y | -1.5% | -53.6% | +52.1% | +7.8% |
| All | -1.5% | -54.2% | +52.6% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling