+9,863.9%
INTC vs BAC
+1,110.1%
+8,753.9%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | 0.0% | +7.5% | +7.5% |
| 7D | +7.3% | -1.9% | +9.1% | +8.0% |
| 30D | -38.3% | -7.2% | -31.2% | -36.6% |
| 3M | -36.0% | -20.4% | -15.6% | -31.0% |
| 6M | -51.7% | +1.3% | -53.0% | -52.0% |
| YTD | +69.4% | -6.4% | +75.8% | +72.7% |
| 1Y | +65.0% | -3.5% | +68.5% | +66.7% |
| 3Y | +63.0% | +96.7% | -33.7% | +31.4% |
| 5Y | +33.4% | +20.6% | +12.8% | +24.0% |
| 10Y | +121.2% | +233.0% | -111.8% | +46.3% |
| All | +9,863.9% | +1,110.1% | +8,753.9% | +2,456.8% |
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 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