+123.4%
GOOGL vs BAC
+93.5%
+29.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.5% |
| 7D | +3.3% | +2.0% | +1.3% | +2.7% |
| 30D | -18.1% | -6.9% | -11.1% | -16.4% |
| 3M | -18.6% | -19.6% | +1.0% | -13.5% |
| 6M | -28.0% | -0.5% | -27.6% | -28.3% |
| YTD | -7.8% | -6.6% | -1.1% | -6.7% |
| 1Y | +3.6% | -3.0% | +6.6% | +3.5% |
| 3Y | +123.4% | +97.3% | +26.0% | +103.3% |
| All | +123.4% | +93.5% | +29.8% | +103.3% |
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 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