+74.1%
AA vs BRO
-7.6%
+81.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -3.4% | -7.3% | +3.9% | -4.1% |
| 30D | -5.8% | -6.9% | +1.1% | -6.4% |
| 3M | -29.9% | +10.7% | -40.6% | -29.9% |
| 6M | -27.0% | -2.7% | -24.3% | -26.3% |
| YTD | -8.7% | -16.3% | +7.6% | -7.0% |
| 1Y | +50.6% | -29.1% | +79.7% | +57.4% |
| 3Y | +74.1% | -7.8% | +81.9% | +89.1% |
| All | +74.1% | -7.6% | +81.7% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling