-43.7%
BBWI vs ACM
+147.1%
-190.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.3% | -1.9% |
| 7D | -6.2% | +6.9% | -13.1% | -10.6% |
| 30D | +25.5% | +19.1% | +6.4% | +10.7% |
| 3M | +8.0% | -6.9% | +14.9% | +12.8% |
| 6M | +12.7% | -12.0% | +24.7% | +20.8% |
| YTD | +11.6% | -25.1% | +36.8% | +32.1% |
| 1Y | -0.9% | -45.4% | +44.5% | +49.9% |
| 3Y | -22.7% | -6.9% | -15.8% | -23.6% |
| 5Y | -67.2% | +3.7% | -70.9% | -70.4% |
| 10Y | -43.7% | +135.8% | -179.5% | -70.3% |
| All | -43.7% | +147.1% | -190.8% | -70.3% |
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