+8.2%
BR vs ACM
+2.7%
+5.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.8% |
| 7D | -5.0% | -3.7% | -1.3% | -3.8% |
| 30D | -2.5% | -12.7% | +10.2% | +1.9% |
| 3M | +13.5% | -9.8% | +23.3% | +17.0% |
| 6M | -9.4% | -31.4% | +22.0% | +2.8% |
| YTD | -23.3% | -32.1% | +8.8% | -13.5% |
| 1Y | -31.6% | -47.8% | +16.2% | -14.6% |
| 3Y | -5.1% | -22.1% | +17.0% | -3.7% |
| 5Y | +8.2% | +1.8% | +6.4% | -3.9% |
| All | +8.2% | +2.7% | +5.4% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling