+11,697.7%
GOOGL vs BAC
+92.5%
+11,605.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +1.6% | -1.9% | +3.4% | +2.0% |
| 30D | -16.8% | -7.2% | -9.6% | -15.3% |
| 3M | -14.6% | -20.4% | +5.8% | -9.8% |
| 6M | -24.4% | +1.3% | -25.7% | -24.9% |
| YTD | -6.1% | -6.4% | +0.3% | -5.0% |
| 1Y | +1.0% | -3.5% | +4.5% | +1.4% |
| 3Y | +123.4% | +96.7% | +26.7% | +86.5% |
| 5Y | +103.2% | +20.6% | +82.6% | +89.7% |
| 10Y | +667.7% | +233.0% | +434.7% | +450.6% |
| All | +11,697.7% | +92.5% | +11,605.2% | +8,141.2% |
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