+263.2%
BAC vs ACM
+155.0%
+108.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | +5.4% | -6.5% | -3.9% |
| 30D | -7.7% | +15.1% | -22.8% | -14.4% |
| 3M | -21.2% | -10.5% | -10.7% | -17.5% |
| 6M | -6.8% | -19.7% | +12.9% | +2.3% |
| YTD | -8.7% | -28.8% | +20.1% | +6.2% |
| 1Y | -5.3% | -47.9% | +42.6% | +31.2% |
| 3Y | +87.4% | -12.4% | +99.8% | +85.6% |
| 5Y | +18.9% | +0.6% | +18.4% | +6.2% |
| All | +263.2% | +155.0% | +108.2% | +83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling