+6.2%
ABNB vs BRO
+17.6%
-11.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -6.5% | -7.3% | +0.9% | -3.3% |
| 30D | -5.5% | -6.9% | +1.4% | -2.5% |
| 3M | +30.0% | +10.7% | +19.4% | +24.4% |
| 6M | +27.6% | -2.7% | +30.3% | +28.4% |
| YTD | +25.4% | -16.3% | +41.7% | +34.5% |
| 1Y | +38.3% | -29.1% | +67.4% | +59.8% |
| 3Y | +15.5% | -7.8% | +23.4% | +9.3% |
| All | +6.2% | +17.6% | -11.5% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling