-35.6%
BAX vs ACM
+133.7%
-169.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +3.6% | +6.6% | -3.0% | +1.8% |
| 30D | +8.5% | +19.8% | -11.3% | +3.1% |
| 3M | -4.9% | -3.1% | -1.7% | -4.4% |
| 6M | +47.0% | -11.5% | +58.5% | +50.7% |
| YTD | +38.4% | -24.7% | +63.1% | +49.2% |
| 1Y | +49.1% | -45.1% | +94.2% | +74.2% |
| 3Y | -14.9% | -8.9% | -6.0% | -13.2% |
| 5Y | -63.1% | +5.4% | -68.5% | -64.0% |
| 10Y | -35.6% | +131.1% | -166.7% | -47.8% |
| All | -35.6% | +133.7% | -169.3% | -47.8% |
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