-28.6%
BROS vs ACGL
+2.4%
-31.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.6% |
| 7D | -0.9% | -2.9% | +2.0% | -1.0% |
| 30D | -13.5% | -2.8% | -10.6% | -13.5% |
| 3M | -18.4% | +6.8% | -25.2% | -18.0% |
| 6M | -10.6% | -1.5% | -9.0% | -11.1% |
| YTD | -25.1% | -0.2% | -24.8% | -25.9% |
| 1Y | -28.6% | +5.3% | -33.9% | -30.2% |
| All | -28.6% | +2.4% | -31.0% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling