+95.3%
GOOGL vs BAC
+22.5%
+72.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.3% |
| 7D | +3.3% | +2.0% | +1.3% | +2.5% |
| 30D | -18.1% | -6.9% | -11.1% | -15.8% |
| 3M | -18.6% | -19.6% | +1.0% | -11.8% |
| 6M | -28.0% | -0.5% | -27.6% | -28.4% |
| YTD | -7.8% | -6.6% | -1.1% | -6.2% |
| 1Y | +3.6% | -3.0% | +6.6% | +3.7% |
| 3Y | +123.4% | +97.3% | +26.0% | +60.5% |
| 5Y | +95.3% | +21.9% | +73.5% | +74.8% |
| All | +95.3% | +22.5% | +72.9% | +74.8% |
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 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