-25.9%
BBWI vs ACM
-12.3%
-13.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -6.2% | +5.4% | -11.6% | -8.9% |
| 30D | +19.9% | +15.1% | +4.8% | +10.9% |
| 3M | +7.1% | -10.5% | +17.6% | +13.6% |
| 6M | +13.7% | -19.7% | +33.4% | +27.4% |
| YTD | +9.6% | -28.8% | +38.4% | +30.4% |
| 1Y | -1.6% | -47.9% | +46.2% | +48.9% |
| 3Y | -25.9% | -12.4% | -13.5% | -28.9% |
| All | -25.9% | -12.3% | -13.6% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling