-4.6%
BA vs ACM
-21.7%
+17.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +1.2% | -3.7% | +4.9% | +2.3% |
| 30D | -11.6% | -11.1% | -0.5% | -8.6% |
| 3M | -2.4% | -8.0% | +5.6% | -0.3% |
| 6M | -6.6% | -29.7% | +23.0% | +4.7% |
| YTD | -2.2% | -29.4% | +27.1% | +8.2% |
| 1Y | -8.0% | -46.4% | +38.4% | +14.5% |
| All | -4.6% | -21.7% | +17.0% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling