-24.5%
BRO vs ACM
-45.8%
+21.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.6% | -3.7% | +1.2% | -2.3% |
| 30D | +0.9% | -11.1% | +12.0% | +1.2% |
| 3M | +24.8% | -8.0% | +32.7% | +24.7% |
| 6M | -0.1% | -29.7% | +29.6% | -0.5% |
| YTD | -9.7% | -29.4% | +19.7% | -10.9% |
| 1Y | -24.5% | -46.4% | +21.9% | -23.4% |
| All | -24.5% | -45.8% | +21.3% | -23.4% |
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