+197.1%
ABT vs BRO
+294.2%
-97.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -5.9% | -7.3% | +1.4% | -2.6% |
| 30D | -8.1% | -6.9% | -1.2% | -5.1% |
| 3M | +14.5% | +10.7% | +3.9% | +9.1% |
| 6M | -6.3% | -2.7% | -3.6% | -5.9% |
| YTD | -17.1% | -16.3% | -0.8% | -11.3% |
| 1Y | -21.4% | -29.1% | +7.7% | -9.2% |
| 3Y | +5.9% | -7.8% | +13.8% | +4.1% |
| 5Y | -12.8% | +18.7% | -31.5% | -27.6% |
| All | +197.1% | +294.2% | -97.1% | +37.1% |
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