+67.9%
AG vs BROS
+38.3%
+29.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.4% |
| 7D | -0.1% | -6.6% | +6.5% | +0.9% |
| 30D | +12.5% | -12.3% | +24.8% | +14.7% |
| 3M | +28.2% | -22.2% | +50.4% | +32.4% |
| 6M | -18.8% | -14.3% | -4.6% | -17.6% |
| YTD | +27.4% | -26.6% | +53.9% | +32.0% |
| 1Y | +132.2% | -31.5% | +163.7% | +142.0% |
| 3Y | +286.9% | +62.3% | +224.6% | +238.9% |
| All | +67.9% | +38.3% | +29.6% | +58.4% |
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