-50.2%
BROS vs ACM
-2.7%
-47.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -21.2% | +5.4% | -26.6% | -23.1% |
| 30D | -11.6% | +15.1% | -26.7% | -17.6% |
| 3M | -36.7% | -10.5% | -26.2% | -33.2% |
| 6M | -42.8% | -19.7% | -23.1% | -36.3% |
| YTD | -44.8% | -28.8% | -16.0% | -34.6% |
| 1Y | -36.5% | -47.9% | +11.3% | -8.4% |
| 3Y | +27.0% | -12.4% | +39.3% | +17.8% |
| All | -50.2% | -2.7% | -47.5% | -59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling