-1.8%
BROS vs ACGL
+190.6%
-192.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.8% | +5.9% | +6.5% |
| 7D | -17.9% | -1.1% | -16.8% | -17.7% |
| 30D | -5.4% | +13.1% | -18.5% | -7.8% |
| 3M | -32.1% | +9.8% | -41.9% | -33.5% |
| 6M | -31.7% | +15.3% | -46.9% | -33.9% |
| YTD | -41.2% | +12.7% | -53.9% | -43.0% |
| 1Y | -32.6% | +20.7% | -53.3% | -35.8% |
| 3Y | +32.7% | +34.3% | -1.6% | +21.6% |
| 5Y | -44.2% | +170.6% | -214.8% | -57.9% |
| All | -1.8% | +190.6% | -192.4% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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