-1.9%
BAH vs ACM
+5.0%
-6.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -3.2% | -3.7% | +0.5% | -1.9% |
| 30D | +2.0% | -11.1% | +13.1% | +5.9% |
| 3M | -7.6% | -8.0% | +0.4% | -5.4% |
| 6M | -5.7% | -29.7% | +24.0% | +6.2% |
| YTD | -11.7% | -29.4% | +17.6% | -0.9% |
| 1Y | -27.4% | -46.4% | +19.1% | -10.4% |
| 3Y | -32.5% | -22.3% | -10.2% | -28.3% |
| All | -1.9% | +5.0% | -6.8% | -7.3% |
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