-23.1%
BA vs ACM
+1.8%
-25.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -1.5% |
| 7D | -0.1% | +5.1% | -5.1% | -2.3% |
| 30D | -9.1% | +11.5% | -20.6% | -13.7% |
| 3M | -28.2% | -10.5% | -17.7% | -24.9% |
| 6M | -23.1% | -20.4% | -2.8% | -15.4% |
| YTD | -20.6% | -28.9% | +8.3% | -8.6% |
| 1Y | -12.7% | -48.7% | +36.0% | +22.0% |
| 3Y | -11.6% | -12.5% | +0.9% | -16.7% |
| 5Y | -23.1% | +0.5% | -23.7% | -38.3% |
| All | -23.1% | +1.8% | -25.0% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling