+183.9%
BAH vs ACM
+128.0%
+56.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -4.3% | -0.3% | -4.1% | -4.3% |
| 30D | -4.5% | -12.9% | +8.5% | -1.0% |
| 3M | -7.6% | -6.4% | -1.2% | -6.3% |
| 6M | -10.6% | -29.2% | +18.6% | -2.2% |
| YTD | -12.6% | -29.9% | +17.4% | -4.1% |
| 1Y | -27.0% | -47.3% | +20.3% | -13.8% |
| 3Y | -31.5% | -19.6% | -11.9% | -28.3% |
| 5Y | -3.8% | +5.5% | -9.3% | -6.8% |
| 10Y | +183.9% | +129.7% | +54.2% | +116.0% |
| All | +183.9% | +128.0% | +56.0% | +116.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling