+74.3%
BND vs ACM
+252.7%
-178.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -0.1% | +6.6% | -6.7% | -0.1% |
| 30D | +1.3% | +19.8% | -18.5% | +1.4% |
| 3M | -0.7% | -3.1% | +2.4% | -0.7% |
| 6M | -1.6% | -11.5% | +9.9% | -1.7% |
| YTD | -1.0% | -24.7% | +23.7% | -1.1% |
| 1Y | -0.7% | -45.1% | +44.4% | -1.0% |
| 3Y | +14.1% | -8.9% | +23.0% | +14.1% |
| 5Y | -1.5% | +5.4% | -6.9% | -1.4% |
| 10Y | +17.3% | +131.1% | -113.8% | +18.7% |
| All | +74.3% | +252.7% | -178.4% | +75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling