-48.5%
BBWI vs ACM
+131.3%
-179.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -4.5% | +5.1% | -9.6% | -8.0% |
| 30D | +17.1% | +18.7% | -1.6% | +3.3% |
| 3M | +17.5% | +15.5% | +2.0% | +5.2% |
| 6M | +12.8% | +1.2% | +11.6% | +10.0% |
| YTD | +8.2% | -25.2% | +33.4% | +28.5% |
| 1Y | -1.8% | -46.3% | +44.5% | +51.7% |
| 3Y | -25.8% | -9.6% | -16.2% | -25.1% |
| 5Y | -68.0% | +4.4% | -72.4% | -71.5% |
| All | -48.5% | +131.3% | -179.8% | -72.9% |
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