+11,715.7%
GOOG vs BAC
+93.8%
+11,621.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | +3.0% | +3.2% | -0.2% | +2.2% |
| 30D | -14.9% | -0.7% | -14.2% | -14.8% |
| 3M | -14.9% | -20.0% | +5.1% | -10.2% |
| 6M | -26.6% | +3.4% | -30.0% | -27.4% |
| YTD | -6.6% | -5.7% | -0.9% | -5.7% |
| 1Y | +5.1% | -1.4% | +6.5% | +4.9% |
| 3Y | +121.0% | +97.9% | +23.0% | +84.1% |
| 5Y | +97.3% | +22.9% | +74.4% | +83.3% |
| 10Y | +683.2% | +235.3% | +447.9% | +460.5% |
| All | +11,715.7% | +93.8% | +11,621.9% | +8,136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling