-33.9%
BAX vs ACM
+147.1%
-181.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.2% | -2.8% | +0.9% |
| 7D | +9.0% | +6.9% | +2.1% | +7.0% |
| 30D | +8.5% | +19.1% | -10.6% | +3.3% |
| 3M | -4.1% | -6.9% | +2.8% | -2.6% |
| 6M | +46.9% | -12.0% | +59.0% | +50.9% |
| YTD | +38.4% | -25.1% | +63.5% | +49.4% |
| 1Y | +47.0% | -45.4% | +92.4% | +72.1% |
| 3Y | -14.9% | -6.9% | -8.0% | -13.7% |
| 5Y | -62.5% | +3.7% | -66.2% | -63.3% |
| 10Y | -33.9% | +135.8% | -169.7% | -46.4% |
| All | -33.9% | +147.1% | -181.0% | -46.4% |
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