+122.0%
BBWI vs ACM
+230.8%
-108.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.0% |
| 7D | +1.5% | -3.7% | +5.3% | +3.6% |
| 30D | -5.2% | -11.1% | +5.9% | +0.5% |
| 3M | +11.1% | -8.0% | +19.1% | +15.7% |
| 6M | -13.4% | -29.7% | +16.3% | +2.6% |
| YTD | +0.1% | -29.4% | +29.5% | +17.2% |
| 1Y | -36.1% | -46.4% | +10.3% | -13.3% |
| 3Y | -44.1% | -22.3% | -21.7% | -37.5% |
| 5Y | -66.2% | +4.5% | -70.7% | -67.5% |
| 10Y | -54.8% | +127.6% | -182.4% | -69.7% |
| All | +122.0% | +230.8% | -108.8% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling