+11,484.7%
GOOGL vs BAC
+92.0%
+11,392.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.6% |
| 7D | +3.3% | +2.0% | +1.3% | +2.8% |
| 30D | -18.1% | -6.9% | -11.1% | -16.6% |
| 3M | -18.6% | -19.6% | +1.0% | -14.3% |
| 6M | -28.0% | -0.5% | -27.6% | -28.1% |
| YTD | -7.8% | -6.6% | -1.1% | -6.6% |
| 1Y | +3.6% | -3.0% | +6.6% | +3.9% |
| 3Y | +123.4% | +97.3% | +26.0% | +86.3% |
| 5Y | +95.3% | +21.9% | +73.5% | +81.8% |
| 10Y | +622.2% | +251.7% | +370.5% | +411.7% |
| All | +11,484.7% | +92.0% | +11,392.6% | +7,997.1% |
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 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