+131.7%
AG vs BROS
-35.3%
+167.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | +1.0% | -6.7% | +7.7% | +2.5% |
| 30D | +19.2% | -29.1% | +48.2% | +26.9% |
| 3M | +6.2% | -16.7% | +22.9% | +9.0% |
| 6M | -26.7% | -11.6% | -15.1% | -25.7% |
| YTD | +26.1% | -23.9% | +50.0% | +29.3% |
| 1Y | +131.7% | -34.8% | +166.4% | +119.9% |
| All | +131.7% | -35.3% | +167.0% | +119.9% |
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