+13,507.3%
GOOGL vs BAC
+138.1%
+13,369.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -2.3% | +1.1% | -3.4% | -2.5% |
| 30D | -6.6% | -0.4% | -6.2% | -6.5% |
| 3M | -8.9% | +16.9% | -25.9% | -12.5% |
| 6M | +11.9% | +26.6% | -14.7% | +5.4% |
| YTD | +8.3% | +15.8% | -7.4% | +4.2% |
| 1Y | +46.2% | +27.2% | +19.0% | +37.3% |
| 3Y | +151.9% | +132.4% | +19.5% | +101.8% |
| 5Y | +137.7% | +72.6% | +65.1% | +103.4% |
| 10Y | +757.6% | +389.7% | +367.8% | +462.7% |
| All | +13,507.3% | +138.1% | +13,369.2% | +8,933.4% |
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