-64.2%
BAX vs ACM
+1.1%
-65.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +0.1% | +5.6% | -5.6% | -1.9% |
| 30D | +4.1% | +20.8% | -16.8% | -2.8% |
| 3M | -4.5% | +11.4% | -16.0% | -8.5% |
| 6M | +49.2% | +0.9% | +48.3% | +47.4% |
| YTD | +35.2% | -24.8% | +60.1% | +50.0% |
| 1Y | +38.3% | -46.4% | +84.7% | +71.8% |
| 3Y | -19.0% | -9.2% | -9.8% | -16.9% |
| All | -64.2% | +1.1% | -65.3% | -64.6% |
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