-11.3%
ABT vs BRO
+17.6%
-28.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -5.9% | -7.3% | +1.4% | -3.3% |
| 30D | -8.1% | -6.9% | -1.2% | -5.7% |
| 3M | +14.5% | +10.7% | +3.9% | +10.4% |
| 6M | -6.3% | -2.7% | -3.6% | -6.0% |
| YTD | -17.1% | -16.3% | -0.8% | -12.6% |
| 1Y | -21.4% | -29.1% | +7.7% | -11.9% |
| 3Y | +5.9% | -7.8% | +13.8% | +4.2% |
| All | -11.3% | +17.6% | -28.9% | -22.3% |
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