+18.0%
BAC vs ACM
-2.7%
+20.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | +5.4% | -6.5% | -3.2% |
| 30D | -7.7% | +15.1% | -22.8% | -12.8% |
| 3M | -21.2% | -10.5% | -10.7% | -18.1% |
| 6M | -6.8% | -19.7% | +12.9% | +1.0% |
| YTD | -8.7% | -28.8% | +20.1% | +3.9% |
| 1Y | -5.3% | -47.9% | +42.6% | +26.2% |
| 3Y | +87.4% | -12.4% | +99.8% | +80.7% |
| All | +18.0% | -2.7% | +20.7% | +3.8% |
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 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