+61.6%
AG vs BRO
+294.2%
-232.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | -6.7% | -7.3% | +0.6% | -5.7% |
| 30D | +2.2% | -6.9% | +9.0% | +3.2% |
| 3M | +15.7% | +10.7% | +5.0% | +13.1% |
| 6M | -23.8% | -2.7% | -21.1% | -23.9% |
| YTD | +17.6% | -16.3% | +34.0% | +21.2% |
| 1Y | +88.6% | -29.1% | +117.7% | +101.3% |
| 3Y | +253.4% | -7.8% | +261.3% | +247.9% |
| 5Y | +62.4% | +18.7% | +43.7% | +46.3% |
| All | +61.6% | +294.2% | -232.6% | +47.5% |
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