+208.8%
BAH vs ACM
+147.1%
+61.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.2% | -3.6% | +0.1% |
| 7D | -1.5% | +6.9% | -8.4% | -3.4% |
| 30D | +17.3% | +19.1% | -1.8% | +11.5% |
| 3M | +14.9% | -6.9% | +21.8% | +16.5% |
| 6M | +14.2% | -12.0% | +26.3% | +17.4% |
| YTD | +5.1% | -25.1% | +30.3% | +12.9% |
| 1Y | +2.1% | -45.4% | +47.5% | +19.2% |
| 3Y | -26.0% | -6.9% | -19.1% | -25.7% |
| 5Y | +9.0% | +3.7% | +5.2% | +5.7% |
| 10Y | +208.8% | +135.8% | +73.0% | +141.7% |
| All | +208.8% | +147.1% | +61.7% | +141.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling