+214.3%
BA vs ACM
+230.8%
-16.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +1.2% | -3.7% | +4.9% | +2.9% |
| 30D | -11.6% | -11.1% | -0.5% | -7.5% |
| 3M | -2.4% | -8.0% | +5.6% | +0.3% |
| 6M | -6.6% | -29.7% | +23.0% | +7.7% |
| YTD | -2.2% | -29.4% | +27.1% | +11.3% |
| 1Y | -8.0% | -46.4% | +38.4% | +18.4% |
| 3Y | -5.0% | -22.3% | +17.4% | +1.5% |
| 5Y | -2.7% | +4.5% | -7.2% | -9.5% |
| 10Y | +75.9% | +127.6% | -51.8% | +18.8% |
| All | +214.3% | +230.8% | -16.5% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling