-6.4%
ABT vs BROS
+43.3%
-49.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.5% |
| 7D | -3.7% | -6.7% | +3.0% | -3.3% |
| 30D | +2.5% | -29.1% | +31.5% | +4.2% |
| 3M | +20.2% | -16.7% | +36.9% | +21.0% |
| 6M | -2.9% | -11.6% | +8.7% | -2.8% |
| YTD | -11.9% | -23.9% | +12.0% | -11.2% |
| 1Y | -16.5% | -34.8% | +18.2% | -15.3% |
| 3Y | +12.1% | +62.1% | -50.0% | +5.1% |
| All | -6.4% | +43.3% | -49.7% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling