+21.6%
ACI vs BRKR
+41.5%
-19.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -3.7% | -8.7% | +4.9% | -3.6% |
| 30D | +0.6% | -9.9% | +10.4% | +0.7% |
| 3M | -20.3% | -3.1% | -17.2% | -20.7% |
| 6M | -24.7% | +45.5% | -70.1% | -26.9% |
| YTD | -27.2% | +13.7% | -40.9% | -28.4% |
| 1Y | -32.7% | +67.4% | -100.2% | -35.9% |
| 3Y | -43.9% | -13.2% | -30.7% | -44.3% |
| 5Y | -38.9% | -39.5% | +0.6% | -39.7% |
| All | +21.6% | +41.5% | -19.9% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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