+18.4%
BAX vs ACM
+250.2%
-231.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +0.4% | +5.1% | -4.7% | -0.8% |
| 30D | +3.4% | +18.7% | -15.3% | -0.5% |
| 3M | -4.5% | +15.5% | -19.9% | -7.7% |
| 6M | +44.0% | +1.2% | +42.8% | +43.0% |
| YTD | +34.9% | -25.2% | +60.1% | +43.4% |
| 1Y | +37.9% | -46.3% | +84.2% | +57.2% |
| 3Y | -17.1% | -9.6% | -7.5% | -15.8% |
| 5Y | -64.3% | +4.4% | -68.7% | -65.1% |
| 10Y | -35.9% | +129.3% | -165.2% | -48.8% |
| All | +18.4% | +250.2% | -231.7% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling