-29.1%
BRO vs ACM
-48.8%
+19.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -7.3% | -4.6% | -2.7% | -7.0% |
| 30D | -6.9% | +4.1% | -10.9% | -6.9% |
| 3M | +10.7% | -8.3% | +19.0% | +11.1% |
| 6M | -2.7% | -30.1% | +27.4% | -3.0% |
| YTD | -16.3% | -32.6% | +16.3% | -17.3% |
| 1Y | -29.1% | -49.6% | +20.5% | -28.1% |
| All | -29.1% | -48.8% | +19.7% | -28.1% |
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