+27.0%
BROS vs ACM
+8.3%
+18.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -6.7% | -3.7% | -2.9% | -4.9% |
| 30D | -29.1% | -11.1% | -18.0% | -25.2% |
| 3M | -16.7% | -8.0% | -8.7% | -14.3% |
| 6M | -11.6% | -29.7% | +18.0% | +4.9% |
| YTD | -23.9% | -29.4% | +5.5% | -10.5% |
| 1Y | -34.8% | -46.4% | +11.6% | -10.6% |
| 3Y | +62.1% | -22.3% | +84.4% | +68.5% |
| All | +27.0% | +8.3% | +18.7% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling