-82.7%
BB vs ACM
+233.3%
-316.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +3.8% | +5.4% | -1.6% | +1.2% |
| 30D | -0.3% | +15.1% | -15.5% | -6.9% |
| 3M | -0.5% | -10.5% | +10.0% | +3.6% |
| 6M | +45.9% | -19.7% | +65.6% | +58.2% |
| YTD | +130.6% | -28.8% | +159.4% | +163.1% |
| 1Y | +89.2% | -47.9% | +137.0% | +150.3% |
| 3Y | +137.5% | -12.4% | +149.9% | +142.5% |
| 5Y | -20.9% | +0.6% | -21.5% | -24.2% |
| 10Y | +25.4% | +161.3% | -135.9% | -27.1% |
| All | -82.7% | +233.3% | -316.0% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling