-34.4%
BAX vs ACM
+130.7%
-165.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.1% | -3.7% | +2.6% | -0.1% |
| 30D | -5.5% | -11.1% | +5.7% | -2.7% |
| 3M | +33.5% | -8.0% | +41.5% | +36.1% |
| 6M | +35.9% | -29.7% | +65.5% | +48.5% |
| YTD | +35.4% | -29.4% | +64.7% | +48.3% |
| 1Y | +9.8% | -46.4% | +56.2% | +28.6% |
| 3Y | -32.7% | -22.3% | -10.4% | -28.7% |
| 5Y | -65.6% | +4.5% | -70.0% | -66.2% |
| All | -34.4% | +130.7% | -165.0% | -43.0% |
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 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