+15.2%
BR vs ACM
-7.9%
+23.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | -0.4% |
| 7D | +4.4% | +6.9% | -2.5% | +2.5% |
| 30D | +16.3% | +19.1% | -2.8% | +10.9% |
| 3M | +16.2% | -6.9% | +23.2% | +17.8% |
| 6M | +30.3% | -12.0% | +42.4% | +33.4% |
| YTD | -12.2% | -25.1% | +12.9% | -6.9% |
| 1Y | -11.3% | -45.4% | +34.1% | +4.5% |
| 3Y | +15.2% | -6.9% | +22.2% | +9.9% |
| All | +15.2% | -7.9% | +23.1% | +9.9% |
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