+34.3%
BP vs ACM
-45.8%
+80.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +3.9% | -3.7% | +7.7% | +3.9% |
| 30D | +7.6% | -11.1% | +18.7% | +7.4% |
| 3M | +0.7% | -8.0% | +8.7% | +0.5% |
| 6M | +15.5% | -29.7% | +45.1% | +16.9% |
| YTD | +30.8% | -29.4% | +60.2% | +32.0% |
| 1Y | +34.3% | -46.4% | +80.7% | +39.4% |
| All | +34.3% | -45.8% | +80.1% | +39.4% |
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