-42.5%
BBWI vs ACM
-19.2%
-23.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | +1.5% | -3.7% | +5.3% | +3.8% |
| 30D | -5.2% | -11.1% | +5.9% | +1.2% |
| 3M | +11.1% | -8.0% | +19.1% | +16.1% |
| 6M | -13.4% | -29.7% | +16.3% | +6.4% |
| YTD | +0.1% | -29.4% | +29.5% | +20.3% |
| 1Y | -36.1% | -46.4% | +10.3% | -4.9% |
| All | -42.5% | -19.2% | -23.3% | -42.5% |
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