+44.5%
BAC vs ACM
+233.3%
-188.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | +5.4% | -6.5% | -4.4% |
| 30D | -7.7% | +15.1% | -22.8% | -15.5% |
| 3M | -21.2% | -10.5% | -10.7% | -17.1% |
| 6M | -6.8% | -19.7% | +12.9% | +3.2% |
| YTD | -8.7% | -28.8% | +20.1% | +7.7% |
| 1Y | -5.3% | -47.9% | +42.6% | +35.2% |
| 3Y | +87.4% | -12.4% | +99.8% | +86.4% |
| 5Y | +18.9% | +0.6% | +18.4% | +5.8% |
| 10Y | +273.3% | +161.3% | +112.0% | +60.6% |
| All | +44.5% | +233.3% | -188.8% | -47.2% |
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