-4.8%
BR vs ACM
-19.8%
+15.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | -5.9% | -0.3% | -5.7% | -5.9% |
| 30D | +1.9% | -12.9% | +14.8% | +5.4% |
| 3M | +14.7% | -6.4% | +21.0% | +16.2% |
| 6M | -12.8% | -29.2% | +16.5% | -4.8% |
| YTD | -23.0% | -29.9% | +6.9% | -16.5% |
| 1Y | -31.7% | -47.3% | +15.6% | -18.8% |
| 3Y | -4.8% | -19.6% | +14.8% | -7.7% |
| All | -4.8% | -19.8% | +15.0% | -7.7% |
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