+2.4%
BB vs ACM
+124.8%
-122.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | +0.1% |
| 7D | +1.8% | -3.7% | +5.5% | +3.8% |
| 30D | -12.2% | -12.7% | +0.4% | -6.8% |
| 3M | -12.3% | -9.8% | -2.5% | -9.3% |
| 6M | +122.7% | -31.4% | +154.1% | +165.7% |
| YTD | +104.5% | -32.1% | +136.6% | +143.1% |
| 1Y | +106.7% | -47.8% | +154.5% | +183.1% |
| 3Y | +70.0% | -22.1% | +92.0% | +84.3% |
| 5Y | -27.8% | +1.8% | -29.6% | -31.8% |
| 10Y | +2.4% | +132.5% | -130.2% | -32.3% |
| All | +2.4% | +124.8% | -122.4% | -32.3% |
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