+102.6%
BB vs ACM
-45.8%
+148.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -5.6% | -3.7% | -1.9% | -4.7% |
| 30D | -11.8% | -11.1% | -0.7% | -9.0% |
| 3M | -25.5% | -8.0% | -17.5% | -24.0% |
| 6M | +121.3% | -29.7% | +150.9% | +148.2% |
| YTD | +103.2% | -29.4% | +132.5% | +125.7% |
| 1Y | +102.6% | -46.4% | +149.1% | +152.4% |
| All | +102.6% | -45.8% | +148.4% | +152.4% |
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