+27.5%
BB vs ACM
+133.7%
-106.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.2% |
| 7D | +11.6% | +6.6% | +5.0% | +8.1% |
| 30D | +2.6% | +19.8% | -17.2% | -6.6% |
| 3M | +3.5% | -3.1% | +6.6% | +3.9% |
| 6M | +43.5% | -11.5% | +55.0% | +49.3% |
| YTD | +141.2% | -24.7% | +165.8% | +171.4% |
| 1Y | +97.4% | -45.1% | +142.5% | +164.0% |
| 3Y | +151.1% | -8.9% | +160.0% | +149.9% |
| 5Y | -12.8% | +5.4% | -18.2% | -20.0% |
| 10Y | +27.5% | +131.1% | -103.6% | -19.6% |
| All | +27.5% | +133.7% | -106.2% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling