+31.0%
AAPL vs BROS
-37.3%
+68.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.5% | -6.1% | -0.1% |
| 7D | +4.1% | +6.3% | -2.2% | +3.7% |
| 30D | +4.0% | -8.3% | +12.3% | +4.3% |
| 3M | +16.8% | -29.8% | +46.6% | +19.5% |
| 6M | +19.4% | -25.8% | +45.2% | +20.0% |
| YTD | +31.5% | -41.4% | +72.9% | +33.5% |
| 1Y | +31.0% | -35.2% | +66.1% | +31.2% |
| All | +31.0% | -37.3% | +68.3% | +31.2% |
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 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