+64.5%
BB vs ACM
-19.2%
+83.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -5.6% | -3.7% | -1.9% | -4.1% |
| 30D | -11.8% | -11.1% | -0.7% | -7.6% |
| 3M | -25.5% | -8.0% | -17.5% | -23.7% |
| 6M | +121.3% | -29.7% | +150.9% | +159.8% |
| YTD | +103.2% | -29.4% | +132.5% | +135.4% |
| 1Y | +102.6% | -46.4% | +149.1% | +176.6% |
| All | +64.5% | -19.2% | +83.7% | +60.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling