+32.8%
BROS vs ACGL
+33.8%
-1.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.3% | +6.2% | +6.4% |
| 7D | +6.3% | +2.2% | +4.1% | +5.9% |
| 30D | -8.3% | +12.3% | -20.7% | -9.9% |
| 3M | -29.8% | +11.8% | -41.6% | -31.0% |
| 6M | -25.8% | +17.5% | -43.3% | -27.7% |
| YTD | -41.4% | +14.3% | -55.6% | -42.8% |
| 1Y | -35.2% | +18.2% | -53.3% | -37.2% |
| 3Y | +32.8% | +33.2% | -0.4% | +28.1% |
| All | +32.8% | +33.8% | -1.0% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling