+28.1%
BA vs ACM
+147.1%
-119.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -3.8% |
| 7D | -1.7% | +6.9% | -8.6% | -5.9% |
| 30D | -9.5% | +19.1% | -28.5% | -19.1% |
| 3M | -26.5% | -6.9% | -19.5% | -24.3% |
| 6M | -27.4% | -12.0% | -15.3% | -23.6% |
| YTD | -20.6% | -25.1% | +4.5% | -8.9% |
| 1Y | -11.4% | -45.4% | +34.0% | +25.4% |
| 3Y | -10.8% | -6.9% | -3.9% | -16.3% |
| 5Y | -21.9% | +3.7% | -25.7% | -33.3% |
| 10Y | +28.1% | +135.8% | -107.6% | -34.5% |
| All | +28.1% | +147.1% | -119.0% | -34.5% |
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