-10.6%
BA vs ACM
-46.6%
+35.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.6% |
| 7D | +5.9% | +9.5% | -3.6% | +4.4% |
| 30D | -8.2% | +14.7% | -22.9% | -10.2% |
| 3M | -25.4% | -9.5% | -15.9% | -24.2% |
| 6M | -20.0% | -18.0% | -2.0% | -17.5% |
| YTD | -18.5% | -27.3% | +8.8% | -15.2% |
| 1Y | -10.6% | -47.0% | +36.4% | +2.7% |
| All | -10.6% | -46.6% | +35.9% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling