-84.8%
BB vs ACM
+230.8%
-315.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -5.6% | -3.7% | -1.9% | -3.9% |
| 30D | -11.8% | -11.1% | -0.7% | -7.5% |
| 3M | -25.5% | -8.0% | -17.5% | -23.8% |
| 6M | +121.3% | -29.7% | +150.9% | +156.7% |
| YTD | +103.2% | -29.4% | +132.5% | +133.5% |
| 1Y | +102.6% | -46.4% | +149.1% | +166.0% |
| 3Y | +37.5% | -22.3% | +59.8% | +49.4% |
| 5Y | -30.4% | +4.5% | -34.9% | -34.1% |
| 10Y | 0.0% | +127.6% | -127.6% | -37.9% |
| All | -84.8% | +230.8% | -315.6% | -93.2% |
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