-11.5%
BR vs ACM
-45.3%
+33.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | +1.9% | +3.0% | -1.1% | +1.3% |
| 30D | +15.9% | +19.7% | -3.8% | +12.5% |
| 3M | +13.7% | +5.3% | +8.3% | +12.0% |
| 6M | +31.0% | -10.8% | +41.8% | +30.3% |
| YTD | -12.0% | -25.1% | +13.1% | -12.4% |
| 1Y | -11.5% | -45.8% | +34.3% | -12.3% |
| All | -11.5% | -45.3% | +33.8% | -12.3% |
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