-7.8%
BRO vs ACM
-22.9%
+15.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -7.3% | -4.6% | -2.7% | -6.6% |
| 30D | -6.9% | +4.1% | -10.9% | -7.4% |
| 3M | +10.7% | -8.3% | +19.0% | +11.9% |
| 6M | -2.7% | -30.1% | +27.4% | +2.3% |
| YTD | -16.3% | -32.6% | +16.3% | -12.1% |
| 1Y | -29.1% | -49.6% | +20.5% | -20.5% |
| 3Y | -7.8% | -23.0% | +15.2% | -8.0% |
| All | -7.8% | -22.9% | +15.0% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling