-5.6%
ABT vs BROS
+10.5%
-16.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.5% | -5.3% | +0.8% |
| 7D | -1.3% | +6.3% | -7.6% | -1.6% |
| 30D | +6.0% | -8.3% | +14.4% | +6.4% |
| 3M | -1.9% | -29.8% | +27.9% | -0.2% |
| 6M | +31.2% | -25.8% | +57.0% | +32.6% |
| YTD | -11.2% | -41.4% | +30.1% | -9.4% |
| 1Y | -14.0% | -35.2% | +21.2% | -12.7% |
| 3Y | +20.7% | +32.8% | -12.1% | +14.1% |
| 5Y | -6.7% | -42.2% | +35.5% | -9.7% |
| All | -5.6% | +10.5% | -16.1% | -9.4% |
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