+3.3%
AA vs BROS
+38.3%
-35.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.6% |
| 7D | -0.6% | -6.6% | +6.0% | +0.6% |
| 30D | -1.6% | -12.3% | +10.8% | +0.6% |
| 3M | -29.8% | -22.2% | -7.6% | -27.5% |
| 6M | -16.6% | -14.3% | -2.3% | -16.1% |
| YTD | -4.0% | -26.6% | +22.5% | -0.8% |
| 1Y | +63.5% | -31.5% | +95.0% | +70.8% |
| 3Y | +86.8% | +62.3% | +24.5% | +58.1% |
| All | +3.3% | +38.3% | -35.0% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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