-6.8%
AA vs BROS
-47.0%
+40.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.6% | -0.9% | +4.3% |
| 7D | +4.8% | -17.9% | +22.7% | +9.1% |
| 30D | -0.6% | -5.4% | +4.7% | 0.0% |
| 3M | -16.3% | -32.1% | +15.8% | -9.5% |
| 6M | -33.4% | -31.7% | -1.7% | -29.5% |
| YTD | -20.7% | -41.2% | +20.5% | -13.8% |
| 1Y | +12.9% | -32.6% | +45.5% | +18.5% |
| 3Y | +75.7% | +32.7% | +43.0% | +44.3% |
| 5Y | -6.8% | -44.2% | +37.4% | -7.9% |
| All | -6.8% | -47.0% | +40.2% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling