-13.2%
BRKR vs ACM
-22.9%
+9.7%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.6% |
| 7D | -8.7% | -4.6% | -4.1% | -7.0% |
| 30D | -9.9% | +4.1% | -13.9% | -11.4% |
| 3M | -3.1% | -8.3% | +5.2% | -1.4% |
| 6M | +45.5% | -30.1% | +75.6% | +67.8% |
| YTD | +13.7% | -32.6% | +46.3% | +33.6% |
| 1Y | +67.4% | -49.6% | +117.0% | +124.1% |
| 3Y | -13.2% | -23.0% | +9.8% | -12.3% |
| All | -13.2% | -22.9% | +9.7% | -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 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