-7.9%
BROS vs ACGL
+188.3%
-196.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.7% |
| 7D | -21.2% | +0.9% | -22.1% | -21.4% |
| 30D | -11.6% | +13.7% | -25.3% | -14.0% |
| 3M | -36.7% | +8.0% | -44.7% | -37.8% |
| 6M | -42.8% | +13.3% | -56.1% | -44.5% |
| YTD | -44.8% | +11.8% | -56.7% | -46.5% |
| 1Y | -36.5% | +22.2% | -58.8% | -39.7% |
| 3Y | +27.0% | +32.5% | -5.5% | +16.7% |
| 5Y | -50.3% | +160.2% | -210.5% | -63.8% |
| All | -7.9% | +188.3% | -196.3% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling