-42.6%
BROS vs ACGL
+173.3%
-215.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.3% | +6.2% | +6.4% |
| 7D | +6.3% | +2.2% | +4.1% | +5.7% |
| 30D | -8.3% | +12.3% | -20.7% | -11.0% |
| 3M | -29.8% | +11.8% | -41.6% | -31.8% |
| 6M | -25.8% | +17.5% | -43.3% | -29.0% |
| YTD | -41.4% | +14.3% | -55.6% | -43.7% |
| 1Y | -35.2% | +18.2% | -53.3% | -38.3% |
| 3Y | +32.8% | +33.2% | -0.4% | +19.7% |
| All | -42.6% | +173.3% | -215.9% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling