-11.8%
BA vs ACM
-48.7%
+37.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.1% | +5.4% | -4.3% | +0.2% |
| 30D | -7.9% | +15.1% | -23.0% | -10.0% |
| 3M | -25.3% | -10.5% | -14.9% | -24.1% |
| 6M | -24.6% | -19.7% | -4.9% | -21.9% |
| YTD | -20.1% | -28.8% | +8.7% | -16.6% |
| 1Y | -11.8% | -47.9% | +36.1% | +1.6% |
| All | -11.8% | -48.7% | +37.0% | +1.6% |
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