+16.0%
AA vs BRO
-3.6%
+19.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.5% | -1.7% | +4.2% |
| 7D | +0.9% | +12.4% | -11.5% | +5.1% |
| 30D | -6.4% | +21.6% | -28.0% | +0.3% |
| 3M | -13.0% | +4.3% | -17.3% | -11.9% |
| 6M | -34.6% | +29.2% | -63.8% | -28.1% |
| YTD | -23.0% | -6.4% | -16.7% | -22.3% |
| 1Y | +16.0% | -5.3% | +21.3% | +17.1% |
| All | +16.0% | -3.6% | +19.6% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling