+521.8%
BRKR vs ACM
+215.6%
+306.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.7% |
| 7D | -8.7% | -4.6% | -4.1% | -6.8% |
| 30D | -9.9% | +4.1% | -13.9% | -11.6% |
| 3M | -3.1% | -8.3% | +5.2% | -0.9% |
| 6M | +45.5% | -30.1% | +75.6% | +66.4% |
| YTD | +13.7% | -32.6% | +46.3% | +32.1% |
| 1Y | +67.4% | -49.6% | +117.0% | +118.8% |
| 3Y | -13.2% | -23.0% | +9.8% | -6.5% |
| 5Y | -39.5% | +2.0% | -41.4% | -42.7% |
| 10Y | +153.5% | +130.8% | +22.7% | +58.2% |
| All | +521.8% | +215.6% | +306.2% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling