+78.2%
AAPL vs BROS
+62.9%
+15.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | -3.0% | -6.6% | +3.6% | -2.2% |
| 30D | +2.3% | -12.3% | +14.6% | +3.7% |
| 3M | +8.6% | -22.2% | +30.8% | +11.0% |
| 6M | +21.6% | -14.3% | +35.8% | +22.3% |
| YTD | +16.3% | -26.6% | +42.9% | +18.9% |
| 1Y | +35.1% | -31.5% | +66.6% | +38.8% |
| All | +78.2% | +62.9% | +15.3% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling