+3.4%
BAX vs ACM
-47.1%
+50.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -2.9% | -3.4% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -9.7% | -12.9% | +3.2% | -5.0% |
| 3M | +29.3% | -6.4% | +35.6% | +31.7% |
| 6M | +40.7% | -29.2% | +69.9% | +62.6% |
| YTD | +30.3% | -29.9% | +60.2% | +54.6% |
| 1Y | +3.4% | -47.3% | +50.7% | +27.0% |
| All | +3.4% | -47.1% | +50.5% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling