+12.5%
BND vs ACM
-22.9%
+35.4%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -1.0% | -4.6% | +3.6% | -0.9% |
| 30D | -1.1% | +4.1% | -5.2% | -1.2% |
| 3M | -1.9% | -8.3% | +6.4% | -1.7% |
| 6M | -1.6% | -30.1% | +28.4% | -1.0% |
| YTD | -1.2% | -32.6% | +31.4% | -0.7% |
| 1Y | -0.7% | -49.6% | +48.8% | +0.4% |
| 3Y | +12.5% | -23.0% | +35.6% | +11.2% |
| All | +12.5% | -22.9% | +35.4% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling