-63.9%
BAX vs ACM
-2.7%
-61.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +12.1% | +5.4% | +6.8% | +10.1% |
| 30D | +7.6% | +15.1% | -7.5% | +2.3% |
| 3M | -4.5% | -10.5% | +6.0% | -1.1% |
| 6M | +52.0% | -19.7% | +71.7% | +63.0% |
| YTD | +35.1% | -28.8% | +64.0% | +52.9% |
| 1Y | +43.7% | -47.9% | +91.6% | +80.2% |
| 3Y | -20.9% | -12.4% | -8.6% | -17.6% |
| All | -63.9% | -2.7% | -61.1% | -63.7% |
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