+83.3%
BAC vs ACM
+230.8%
-147.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | +1.1% | -3.7% | +4.8% | +3.5% |
| 30D | -0.4% | -11.1% | +10.7% | +5.6% |
| 3M | +16.9% | -8.0% | +24.9% | +20.5% |
| 6M | +26.6% | -29.7% | +56.3% | +52.9% |
| YTD | +15.8% | -29.4% | +45.2% | +37.9% |
| 1Y | +27.2% | -46.4% | +73.6% | +78.4% |
| 3Y | +132.4% | -22.3% | +154.8% | +151.1% |
| 5Y | +72.6% | +4.5% | +68.1% | +49.5% |
| 10Y | +389.7% | +127.6% | +262.1% | +131.3% |
| All | +83.3% | +230.8% | -147.5% | -32.4% |
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