+25.9%
BA vs ACM
+132.1%
-106.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.2% |
| 7D | 0.0% | +6.6% | -6.6% | -4.0% |
| 30D | -8.9% | +19.8% | -28.7% | -18.9% |
| 3M | -25.5% | -3.1% | -22.4% | -25.3% |
| 6M | -27.0% | -11.5% | -15.4% | -23.4% |
| YTD | -20.1% | -24.7% | +4.5% | -8.7% |
| 1Y | -11.0% | -45.1% | +34.1% | +25.4% |
| 3Y | -11.8% | -8.9% | -3.0% | -15.9% |
| 5Y | -20.6% | +5.4% | -26.0% | -32.9% |
| All | +25.9% | +132.1% | -106.2% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling