-1.8%
AGG vs BROS
+41.2%
-43.0%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +0.1% | -0.9% | +1.1% | +0.1% |
| 30D | -0.4% | -13.5% | +13.1% | -0.2% |
| 3M | -0.3% | -18.4% | +18.2% | -0.1% |
| 6M | -1.2% | -10.6% | +9.4% | -1.2% |
| YTD | -0.4% | -25.1% | +24.7% | -0.1% |
| 1Y | +0.4% | -28.6% | +29.0% | +0.6% |
| 3Y | +13.4% | +65.6% | -52.1% | +12.0% |
| All | -1.8% | +41.2% | -43.0% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling