+27.0%
BROS vs ACI
-35.7%
+62.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | -6.7% | +0.2% | -6.8% | -6.7% |
| 30D | -29.1% | +5.9% | -35.0% | -29.9% |
| 3M | -16.7% | -19.8% | +3.1% | -13.7% |
| 6M | -11.6% | -24.7% | +13.1% | -7.5% |
| YTD | -23.9% | -24.4% | +0.5% | -20.6% |
| 1Y | -34.8% | -31.5% | -3.3% | -30.4% |
| 3Y | +62.1% | -38.7% | +100.8% | +75.9% |
| All | +27.0% | -35.7% | +62.7% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling