-14.0%
ABT vs BROS
-37.3%
+23.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.5% | -5.3% | +0.8% |
| 7D | -1.3% | +6.3% | -7.6% | -1.7% |
| 30D | +6.0% | -8.3% | +14.4% | +6.5% |
| 3M | -1.9% | -29.8% | +27.9% | -0.2% |
| 6M | +31.2% | -25.8% | +57.0% | +31.7% |
| YTD | -11.2% | -41.4% | +30.1% | -10.1% |
| 1Y | -14.0% | -35.2% | +21.2% | -15.0% |
| All | -14.0% | -37.3% | +23.3% | -15.0% |
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