+55.1%
AG vs BROS
+35.1%
+20.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | -6.7% | -5.8% | -1.0% | -5.9% |
| 30D | +2.2% | -14.0% | +16.1% | +4.5% |
| 3M | +15.7% | -32.5% | +48.2% | +22.1% |
| 6M | -23.8% | -14.9% | -8.9% | -22.5% |
| YTD | +17.6% | -28.3% | +45.9% | +22.4% |
| 1Y | +88.6% | -34.0% | +122.6% | +97.6% |
| 3Y | +253.4% | +63.0% | +190.5% | +209.5% |
| All | +55.1% | +35.1% | +20.0% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling