+58.6%
BRKR vs ACM
-46.6%
+105.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.9% | +2.9% | +10.0% | +12.4% |
| 7D | +2.9% | +9.5% | -6.6% | +1.6% |
| 30D | -0.1% | +14.7% | -14.8% | -2.0% |
| 3M | +26.9% | -9.5% | +36.4% | +29.9% |
| 6M | +75.6% | -18.0% | +93.6% | +85.3% |
| YTD | +35.8% | -27.3% | +63.1% | +52.1% |
| 1Y | +58.6% | -47.0% | +105.6% | +71.1% |
| All | +58.6% | -46.6% | +105.2% | +71.1% |
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