-34.8%
BROS vs ACM
-45.8%
+11.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -6.7% | -3.7% | -2.9% | -5.9% |
| 30D | -29.1% | -11.1% | -18.0% | -27.4% |
| 3M | -16.7% | -8.0% | -8.7% | -15.5% |
| 6M | -11.6% | -29.7% | +18.0% | -3.4% |
| YTD | -23.9% | -29.4% | +5.5% | -16.5% |
| 1Y | -34.8% | -46.4% | +11.6% | -24.9% |
| All | -34.8% | -45.8% | +11.0% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling