-67.7%
BBWI vs ACM
-2.7%
-64.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -6.2% | +5.4% | -11.6% | -9.3% |
| 30D | +19.9% | +15.1% | +4.8% | +9.4% |
| 3M | +7.1% | -10.5% | +17.6% | +14.7% |
| 6M | +13.7% | -19.7% | +33.4% | +29.6% |
| YTD | +9.6% | -28.8% | +38.4% | +33.6% |
| 1Y | -1.6% | -47.9% | +46.2% | +54.3% |
| 3Y | -25.9% | -12.4% | -13.5% | -26.1% |
| All | -67.7% | -2.7% | -64.9% | -71.2% |
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