+4.4%
GOOGL vs BAC
-0.5%
+4.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.8% | +2.2% |
| 7D | -11.1% | +1.5% | -12.6% | -11.4% |
| 30D | -16.6% | -4.4% | -12.2% | -15.8% |
| 3M | -23.4% | -17.5% | -5.9% | -20.2% |
| 6M | -24.5% | -0.1% | -24.5% | -25.2% |
| YTD | -7.5% | -4.6% | -2.9% | -9.4% |
| 1Y | +4.4% | -1.5% | +5.9% | +1.1% |
| All | +4.4% | -0.5% | +4.9% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling