+90.5%
AA vs BROS
+64.7%
+25.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.8% |
| 7D | +1.7% | -0.9% | +2.6% | +1.8% |
| 30D | +3.3% | -13.5% | +16.8% | +5.9% |
| 3M | -29.4% | -18.4% | -11.0% | -27.9% |
| 6M | -12.8% | -10.6% | -2.2% | -13.5% |
| YTD | -2.1% | -25.1% | +22.9% | +0.7% |
| 1Y | +62.8% | -28.6% | +91.4% | +68.5% |
| 3Y | +90.5% | +65.6% | +24.9% | +46.1% |
| All | +90.5% | +64.7% | +25.8% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling