+1,278.0%
AAPL vs BRO
+294.2%
+983.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | +3.8% | -7.3% | +11.2% | +7.6% |
| 30D | +9.9% | -6.9% | +16.8% | +13.5% |
| 3M | +12.5% | +10.7% | +1.8% | +6.3% |
| 6M | +27.6% | -2.7% | +30.3% | +27.4% |
| YTD | +22.6% | -16.3% | +38.9% | +31.3% |
| 1Y | +45.0% | -29.1% | +74.1% | +68.8% |
| 3Y | +87.8% | -7.8% | +95.6% | +80.9% |
| 5Y | +128.7% | +18.7% | +109.9% | +82.6% |
| All | +1,278.0% | +294.2% | +983.7% | +614.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling