+64.6%
BMY vs ACM
+124.8%
-60.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +0.2% |
| 7D | -4.8% | -3.7% | -1.1% | -4.1% |
| 30D | -0.7% | -12.7% | +12.0% | +1.9% |
| 3M | +15.3% | -9.8% | +25.1% | +17.3% |
| 6M | +8.5% | -31.4% | +39.9% | +16.6% |
| YTD | +23.4% | -32.1% | +55.5% | +32.4% |
| 1Y | +42.9% | -47.8% | +90.7% | +62.0% |
| 3Y | +22.0% | -22.1% | +44.0% | +24.7% |
| 5Y | +24.3% | +1.8% | +22.5% | +17.7% |
| 10Y | +64.6% | +132.5% | -67.9% | +16.8% |
| All | +64.6% | +124.8% | -60.2% | +16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling