+285.2%
BRO vs ACM
+134.0%
+151.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -7.3% | -4.6% | -2.7% | -6.0% |
| 30D | -6.9% | +4.1% | -10.9% | -8.1% |
| 3M | +10.7% | -8.3% | +19.0% | +13.1% |
| 6M | -2.7% | -30.1% | +27.4% | +7.6% |
| YTD | -16.3% | -32.6% | +16.3% | -7.1% |
| 1Y | -29.1% | -49.6% | +20.5% | -13.6% |
| 3Y | -7.8% | -23.0% | +15.2% | -4.7% |
| 5Y | +18.7% | +2.0% | +16.8% | +10.3% |
| All | +285.2% | +134.0% | +151.2% | +168.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling