+537.0%
BRO vs ACM
+218.1%
+319.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.6% | -1.6% |
| 7D | -7.6% | -3.7% | -4.0% | -6.7% |
| 30D | -6.9% | -12.7% | +5.8% | -3.6% |
| 3M | +12.8% | -9.8% | +22.6% | +15.6% |
| 6M | -5.9% | -31.4% | +25.5% | +3.7% |
| YTD | -15.9% | -32.1% | +16.2% | -7.8% |
| 1Y | -28.1% | -47.8% | +19.7% | -15.3% |
| 3Y | -7.0% | -22.1% | +15.1% | -3.8% |
| 5Y | +18.0% | +1.8% | +16.2% | +12.3% |
| 10Y | +293.9% | +132.5% | +161.4% | +183.3% |
| All | +537.0% | +218.1% | +319.0% | +273.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling