+27.0%
BROS vs ACGL
+163.6%
-136.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.1% |
| 7D | -6.7% | -0.7% | -5.9% | -6.6% |
| 30D | -29.1% | -1.0% | -28.1% | -28.9% |
| 3M | -16.7% | +11.0% | -27.8% | -18.7% |
| 6M | -11.6% | -0.3% | -11.3% | -11.9% |
| YTD | -23.9% | +2.3% | -26.2% | -24.7% |
| 1Y | -34.8% | +6.4% | -41.2% | -36.2% |
| 3Y | +62.1% | +34.0% | +28.1% | +46.3% |
| All | +27.0% | +163.6% | -136.7% | +11.9% |
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