+15.7%
BND vs ACM
+135.8%
-120.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | -0.2% |
| 7D | -0.1% | -3.7% | +3.5% | -0.1% |
| 30D | -0.2% | -12.7% | +12.4% | -0.1% |
| 3M | -0.7% | -9.8% | +9.1% | -0.6% |
| 6M | -1.7% | -31.4% | +29.7% | -1.3% |
| YTD | -0.5% | -32.1% | +31.6% | -0.2% |
| 1Y | +0.4% | -47.8% | +48.2% | +1.0% |
| 3Y | +13.1% | -22.1% | +35.2% | +13.2% |
| 5Y | -2.1% | +1.8% | -3.9% | -2.3% |
| All | +15.7% | +135.8% | -120.1% | +16.2% |
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