+1.8%
AA vs BROS
+43.3%
-41.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.9% | -2.3% |
| 7D | -0.7% | -6.7% | +6.0% | +0.5% |
| 30D | +5.0% | -29.1% | +34.1% | +11.1% |
| 3M | -35.8% | -16.7% | -19.1% | -34.6% |
| 6M | -18.4% | -11.6% | -6.8% | -18.4% |
| YTD | -5.5% | -23.9% | +18.4% | -2.9% |
| 1Y | +61.0% | -34.8% | +95.8% | +69.7% |
| 3Y | +66.2% | +62.1% | +4.1% | +40.7% |
| All | +1.8% | +43.3% | -41.6% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling