+780.7%
GOOG vs BAC
+400.8%
+379.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -2.0% | -2.8% | +0.8% | -0.9% |
| 3M | -5.9% | +14.2% | -20.1% | -10.6% |
| 6M | +8.9% | +30.5% | -21.6% | -1.7% |
| YTD | +7.1% | +15.8% | -8.7% | +0.8% |
| 1Y | +39.7% | +26.2% | +13.5% | +27.1% |
| 3Y | +145.8% | +136.5% | +9.3% | +72.0% |
| 5Y | +138.6% | +75.9% | +62.7% | +84.9% |
| All | +780.7% | +400.8% | +379.9% | +415.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAC.
Daily Out/Under-Performance
Portfolio return minus BAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAC 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 10y: compounded portfolio wealth divided by compounded BAC 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…
10y analysis · Full analysis span regression · 6 months rolling