-36.1%
BBWI vs ACM
-45.8%
+9.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +1.5% | -3.7% | +5.3% | +3.0% |
| 30D | -5.2% | -11.1% | +5.9% | -1.4% |
| 3M | +11.1% | -8.0% | +19.1% | +13.9% |
| 6M | -13.4% | -29.7% | +16.3% | -1.6% |
| YTD | +0.1% | -29.4% | +29.5% | +11.3% |
| 1Y | -36.1% | -46.4% | +10.3% | -18.0% |
| All | -36.1% | -45.8% | +9.7% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling