+0.3%
AG vs BROS
-43.5%
+43.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.5% | -8.9% | -3.7% |
| 7D | -10.0% | +6.3% | -16.3% | -11.0% |
| 30D | -10.5% | -8.3% | -2.1% | -9.5% |
| 3M | -27.3% | -29.8% | +2.5% | -22.7% |
| 6M | -43.0% | -25.8% | -17.2% | -40.6% |
| YTD | -17.9% | -41.4% | +23.5% | -11.1% |
| 1Y | +11.9% | -35.2% | +47.1% | +18.9% |
| 3Y | +201.8% | +32.8% | +169.0% | +158.1% |
| All | +0.3% | -43.5% | +43.8% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling