+9,167.3%
INTC vs BAC
+1,110.3%
+8,056.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.2% |
| 7D | -4.0% | +2.1% | -6.1% | -4.6% |
| 30D | -44.5% | -6.7% | -37.8% | -43.0% |
| 3M | -40.4% | -20.2% | -20.2% | -35.8% |
| 6M | -53.5% | -0.2% | -53.3% | -53.5% |
| YTD | +57.5% | -6.4% | +63.9% | +60.6% |
| 1Y | +51.2% | -3.1% | +54.3% | +52.5% |
| 3Y | +51.6% | +96.7% | -45.1% | +22.2% |
| 5Y | +23.5% | +21.3% | +2.2% | +14.6% |
| 10Y | +106.4% | +237.7% | -131.3% | +36.0% |
| All | +9,167.3% | +1,110.3% | +8,056.9% | +2,277.9% |
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 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