-0.9%
BA vs ACM
+5.0%
-5.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +1.2% | -3.7% | +4.9% | +3.0% |
| 30D | -11.6% | -11.1% | -0.5% | -7.2% |
| 3M | -2.4% | -8.0% | +5.6% | +0.5% |
| 6M | -6.6% | -29.7% | +23.0% | +9.8% |
| YTD | -2.2% | -29.4% | +27.1% | +12.9% |
| 1Y | -8.0% | -46.4% | +38.4% | +24.0% |
| 3Y | -5.0% | -22.3% | +17.4% | -1.9% |
| All | -0.9% | +5.0% | -5.9% | -18.0% |
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 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