+39.2%
BP vs ACM
-47.1%
+86.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.3% | +2.4% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +9.1% | -12.9% | +22.1% | +8.9% |
| 3M | +3.9% | -6.4% | +10.3% | +3.6% |
| 6M | +13.6% | -29.2% | +42.8% | +14.9% |
| YTD | +34.0% | -29.9% | +64.0% | +35.2% |
| 1Y | +39.2% | -47.3% | +86.4% | +44.7% |
| All | +39.2% | -47.1% | +86.3% | +44.7% |
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