+128.8%
GOOG vs BAC
+74.2%
+54.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -1.6% | +0.6% | -2.2% | -1.8% |
| 30D | -7.7% | -1.4% | -6.3% | -7.2% |
| 3M | -9.3% | +15.7% | -25.0% | -14.4% |
| 6M | +7.4% | +32.2% | -24.7% | -3.8% |
| YTD | +4.9% | +15.8% | -10.9% | -1.5% |
| 1Y | +37.2% | +27.3% | +9.9% | +23.9% |
| 3Y | +141.6% | +137.5% | +4.2% | +63.9% |
| 5Y | +128.8% | +73.1% | +55.7% | +75.1% |
| All | +128.8% | +74.2% | +54.5% | +75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling