+65.6%
BROS vs ACI
-43.5%
+109.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -1.3% |
| 7D | -0.9% | -2.6% | +1.6% | -0.7% |
| 30D | -13.5% | +1.1% | -14.5% | -13.5% |
| 3M | -18.4% | -23.6% | +5.2% | -16.3% |
| 6M | -10.6% | -29.9% | +19.4% | -7.0% |
| YTD | -25.1% | -26.9% | +1.8% | -22.8% |
| 1Y | -28.6% | -34.2% | +5.6% | -24.9% |
| 3Y | +65.6% | -43.6% | +109.2% | +86.4% |
| All | +65.6% | -43.5% | +109.0% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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