+22.6%
BROS vs ACM
+4.1%
+18.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -0.5% |
| 7D | -6.6% | -3.7% | -2.9% | -4.9% |
| 30D | -12.3% | -12.7% | +0.3% | -6.8% |
| 3M | -22.2% | -9.8% | -12.4% | -19.3% |
| 6M | -14.3% | -31.4% | +17.1% | +3.0% |
| YTD | -26.6% | -32.1% | +5.5% | -12.0% |
| 1Y | -31.5% | -47.8% | +16.3% | -5.0% |
| 3Y | +62.3% | -22.1% | +84.3% | +66.4% |
| All | +22.6% | +4.1% | +18.5% | +13.8% |
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