+45.6%
BMY vs ACM
-46.6%
+92.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +3.7% |
| 7D | +6.0% | +9.5% | -3.5% | +4.9% |
| 30D | +9.1% | +14.7% | -5.6% | +7.4% |
| 3M | -2.6% | -9.5% | +6.9% | -1.8% |
| 6M | +13.1% | -18.0% | +31.2% | +15.4% |
| YTD | +23.0% | -27.3% | +50.3% | +26.7% |
| 1Y | +45.6% | -47.0% | +92.6% | +64.3% |
| All | +45.6% | -46.6% | +92.1% | +64.3% |
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