-66.7%
BBWI vs ACM
+4.8%
-71.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.6% |
| 7D | +1.6% | -0.3% | +1.8% | +1.8% |
| 30D | -6.2% | -12.9% | +6.7% | +2.3% |
| 3M | +4.3% | -6.4% | +10.7% | +8.3% |
| 6M | -7.2% | -29.2% | +22.1% | +15.3% |
| YTD | -3.0% | -29.9% | +26.9% | +19.2% |
| 1Y | -30.8% | -47.3% | +16.5% | +6.2% |
| 3Y | -43.4% | -19.6% | -23.8% | -39.1% |
| 5Y | -66.7% | +5.5% | -72.2% | -70.8% |
| All | -66.7% | +4.8% | -71.5% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling