+7.7%
AAL vs BROS
-18.6%
+26.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.0% |
| 7D | +8.3% | +2.5% | +5.9% | +7.6% |
| 30D | +6.2% | +15.1% | -8.8% | +1.4% |
| 3M | -17.7% | -31.4% | +13.7% | -7.5% |
| 6M | +15.4% | -22.6% | +38.0% | +22.7% |
| YTD | -11.1% | -28.1% | +17.1% | -6.0% |
| 1Y | +7.7% | -20.3% | +28.0% | +8.5% |
| All | +7.7% | -18.6% | +26.4% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling