+87.6%
BB vs ACM
-46.6%
+134.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.9% | +4.0% | +6.4% |
| 7D | -6.8% | +9.5% | -16.3% | -8.4% |
| 30D | -3.5% | +14.7% | -18.2% | -6.0% |
| 3M | -1.2% | -9.5% | +8.3% | +1.1% |
| 6M | +57.0% | -18.0% | +75.0% | +65.1% |
| YTD | +131.1% | -27.3% | +158.4% | +150.4% |
| 1Y | +87.6% | -47.0% | +134.6% | +112.4% |
| All | +87.6% | -46.6% | +134.1% | +112.4% |
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 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