+140.7%
GOOG vs BAC
+136.2%
+4.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -7.7% | -1.4% | -6.3% | -7.3% |
| 3M | -9.3% | +15.7% | -25.0% | -13.2% |
| 6M | +7.4% | +32.2% | -24.7% | -1.0% |
| YTD | +4.9% | +15.8% | -10.9% | 0.0% |
| 1Y | +37.2% | +27.3% | +9.9% | +27.1% |
| All | +140.7% | +136.2% | +4.5% | +102.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling