+72.6%
BWA vs ACM
-22.9%
+95.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.4% | +1.2% |
| 7D | -1.3% | -4.6% | +3.3% | 0.0% |
| 30D | -2.9% | +4.1% | -7.0% | -4.4% |
| 3M | -10.7% | -8.3% | -2.4% | -9.3% |
| 6M | +26.5% | -30.1% | +56.5% | +40.9% |
| YTD | +49.1% | -32.6% | +81.7% | +65.5% |
| 1Y | +52.1% | -49.6% | +101.6% | +93.9% |
| 3Y | +72.6% | -23.0% | +95.6% | +75.7% |
| All | +72.6% | -22.9% | +95.5% | +75.7% |
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