-16.2%
AA vs BROS
+7.7%
-23.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.4% | +2.8% |
| 7D | +1.1% | -20.4% | +21.5% | +5.1% |
| 30D | -1.3% | -6.1% | +4.8% | -0.5% |
| 3M | -23.9% | -29.4% | +5.5% | -19.5% |
| 6M | -36.8% | -31.5% | -5.3% | -33.8% |
| YTD | -22.2% | -42.8% | +20.6% | -16.2% |
| 1Y | +10.4% | -37.5% | +47.8% | +16.7% |
| 3Y | +72.0% | +27.2% | +44.8% | +51.7% |
| 5Y | -15.6% | -47.0% | +31.3% | -23.9% |
| All | -16.2% | +7.7% | -23.9% | -19.0% |
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