+32.7%
BROS vs ACI
-33.3%
+66.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +6.5% |
| 7D | -17.9% | -5.9% | -12.0% | -17.3% |
| 30D | -5.4% | +7.2% | -12.6% | -5.7% |
| 3M | -32.1% | +8.8% | -40.9% | -32.4% |
| 6M | -31.7% | -17.2% | -14.5% | -30.4% |
| YTD | -41.2% | -21.3% | -19.9% | -39.8% |
| 1Y | -32.6% | -23.7% | -8.9% | -30.6% |
| 3Y | +32.7% | -32.8% | +65.5% | +36.8% |
| All | +32.7% | -33.3% | +66.0% | +36.8% |
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