+88.0%
BP vs ACM
+233.3%
-145.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -11.6% | +5.4% | -17.0% | -13.6% |
| 30D | 0.0% | +15.1% | -15.1% | -5.5% |
| 3M | +6.7% | -10.5% | +17.2% | +10.0% |
| 6M | +2.2% | -19.7% | +21.9% | +8.8% |
| YTD | +33.0% | -28.8% | +61.8% | +46.8% |
| 1Y | +30.7% | -47.9% | +78.6% | +63.0% |
| 3Y | +44.2% | -12.4% | +56.6% | +42.4% |
| 5Y | +105.1% | +0.6% | +104.6% | +88.9% |
| 10Y | +133.5% | +161.3% | -27.7% | +40.9% |
| All | +88.0% | +233.3% | -145.3% | -12.2% |
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 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