+189.8%
BR vs ACM
+124.8%
+65.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.6% |
| 7D | -5.0% | -3.7% | -1.3% | -4.0% |
| 30D | -2.5% | -12.7% | +10.2% | +1.2% |
| 3M | +13.5% | -9.8% | +23.3% | +16.4% |
| 6M | -9.4% | -31.4% | +22.0% | +0.4% |
| YTD | -23.3% | -32.1% | +8.8% | -15.3% |
| 1Y | -31.6% | -47.8% | +16.2% | -18.5% |
| 3Y | -5.1% | -22.1% | +17.0% | -1.1% |
| 5Y | +8.2% | +1.8% | +6.4% | +3.8% |
| 10Y | +189.8% | +132.5% | +57.3% | +138.6% |
| All | +189.8% | +124.8% | +65.1% | +138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling