-1.8%
BROS vs ACM
+14.8%
-16.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.2% | +1.4% | +4.0% |
| 7D | -17.9% | +6.9% | -24.8% | -20.3% |
| 30D | -5.4% | +19.1% | -24.4% | -12.9% |
| 3M | -32.1% | -6.9% | -25.1% | -29.9% |
| 6M | -31.7% | -12.0% | -19.7% | -28.1% |
| YTD | -41.2% | -25.1% | -16.1% | -32.7% |
| 1Y | -32.6% | -45.4% | +12.8% | -7.5% |
| 3Y | +32.7% | -6.9% | +39.6% | +22.5% |
| 5Y | -44.2% | +3.7% | -48.0% | -52.0% |
| All | -1.8% | +14.8% | -16.6% | -13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling