-3.5%
BAC vs ACM
-45.3%
+41.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.9% | +3.0% | -4.9% | -2.2% |
| 30D | -7.2% | +19.7% | -26.8% | -9.1% |
| 3M | -20.4% | +5.3% | -25.7% | -21.0% |
| 6M | +1.3% | -10.8% | +12.0% | +2.8% |
| YTD | -6.4% | -25.1% | +18.7% | -1.6% |
| 1Y | -3.5% | -45.8% | +42.3% | +2.7% |
| All | -3.5% | -45.3% | +41.7% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling