-7.6%
BRO vs ACGL
+30.5%
-38.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -8.6% | -3.6% | -4.9% | -6.7% |
| 30D | -6.9% | -2.1% | -4.8% | -5.8% |
| 3M | +10.5% | +5.4% | +5.1% | +8.1% |
| 6M | -2.8% | 0.0% | -2.8% | -2.4% |
| YTD | -16.1% | +0.3% | -16.4% | -15.9% |
| 1Y | -27.6% | +6.2% | -33.8% | -29.3% |
| All | -7.6% | +30.5% | -38.1% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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