+55.3%
BE vs ACM
-46.6%
+101.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.9% | -9.3% | -6.8% |
| 7D | -12.1% | +9.5% | -21.7% | -13.3% |
| 30D | -30.1% | +14.7% | -44.8% | -31.5% |
| 3M | -12.1% | -9.5% | -2.7% | -10.0% |
| 6M | -30.6% | -18.0% | -12.5% | -23.7% |
| YTD | +130.6% | -27.3% | +157.9% | +167.2% |
| 1Y | +55.3% | -47.0% | +102.3% | +100.0% |
| All | +55.3% | -46.6% | +101.8% | +100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling