-8.1%
BROS vs ACM
+14.6%
-22.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -2.5% | +5.1% | -7.6% | -4.8% |
| 30D | -11.2% | +18.7% | -29.9% | -18.2% |
| 3M | -33.9% | +15.5% | -49.4% | -38.5% |
| 6M | -33.5% | +1.2% | -34.7% | -34.9% |
| YTD | -44.9% | -25.2% | -19.7% | -37.0% |
| 1Y | -41.5% | -46.3% | +4.8% | -18.9% |
| 3Y | +22.4% | -9.6% | +32.0% | +15.6% |
| 5Y | -45.7% | +4.4% | -50.1% | -53.1% |
| All | -8.1% | +14.6% | -22.7% | -18.5% |
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