+49.0%
BP vs ACM
-9.6%
+58.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +2.5% | +5.1% | -2.6% | +2.0% |
| 30D | -5.6% | +18.7% | -24.3% | -7.3% |
| 3M | +8.0% | +15.5% | -7.4% | +6.1% |
| 6M | +5.7% | +1.2% | +4.5% | +5.0% |
| YTD | +36.8% | -25.2% | +62.1% | +42.6% |
| 1Y | +30.7% | -46.3% | +77.0% | +48.6% |
| All | +49.0% | -9.6% | +58.6% | +46.7% |
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 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