+85.0%
BP vs ACM
+230.8%
-145.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +3.9% | -3.7% | +7.7% | +5.4% |
| 30D | +7.6% | -11.1% | +18.7% | +11.8% |
| 3M | +0.7% | -8.0% | +8.7% | +2.6% |
| 6M | +15.5% | -29.7% | +45.1% | +29.8% |
| YTD | +30.8% | -29.4% | +60.2% | +45.5% |
| 1Y | +34.3% | -46.4% | +80.7% | +66.0% |
| 3Y | +35.1% | -22.3% | +57.4% | +40.5% |
| 5Y | +126.8% | +4.5% | +122.4% | +105.8% |
| 10Y | +123.4% | +127.6% | -4.3% | +42.5% |
| All | +85.0% | +230.8% | -145.8% | -12.9% |
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