+59.4%
BE vs ACM
-46.1%
+105.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.6% |
| 7D | +20.5% | +5.1% | +15.5% | +19.5% |
| 30D | -23.4% | +18.7% | -42.0% | -25.3% |
| 3M | -14.9% | +15.5% | -30.3% | -16.9% |
| 6M | -28.1% | +1.2% | -29.3% | -29.2% |
| YTD | +132.4% | -25.2% | +157.6% | +168.2% |
| 1Y | +59.4% | -46.3% | +105.6% | +117.6% |
| All | +59.4% | -46.1% | +105.4% | +117.6% |
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