+51.2%
BWA vs ACM
-48.7%
+99.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | -1.4% |
| 7D | +0.1% | -3.7% | +3.8% | +0.3% |
| 30D | -5.6% | -12.7% | +7.1% | -4.7% |
| 3M | -10.7% | -9.8% | -0.9% | -10.2% |
| 6M | +23.2% | -31.4% | +54.6% | +25.3% |
| YTD | +46.0% | -32.1% | +78.1% | +46.5% |
| 1Y | +51.2% | -47.8% | +99.0% | +57.5% |
| All | +51.2% | -48.7% | +99.9% | +57.5% |
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