+150.5%
GOOGL vs BAC
+138.4%
+12.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | +1.1% | +1.2% | -0.1% | +0.7% |
| 30D | -4.4% | -0.7% | -3.7% | -4.3% |
| 3M | -6.8% | +16.9% | -23.7% | -11.0% |
| 6M | +13.6% | +29.6% | -16.0% | +5.2% |
| YTD | +8.3% | +15.3% | -6.9% | +3.4% |
| 1Y | +44.9% | +28.8% | +16.1% | +33.8% |
| 3Y | +150.5% | +136.4% | +14.1% | +110.9% |
| All | +150.5% | +138.4% | +12.1% | +110.9% |
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