+61.4%
AMAT vs BRO
-3.8%
+65.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | +0.5% |
| 7D | -11.2% | +12.2% | -23.4% | -1.1% |
| 30D | -31.9% | +21.3% | -53.2% | -17.7% |
| 3M | -32.3% | +4.1% | -36.4% | -28.2% |
| 6M | -5.4% | +28.9% | -34.3% | +20.6% |
| YTD | +44.3% | -6.6% | +50.8% | +61.4% |
| 1Y | +61.4% | -5.6% | +66.9% | +83.9% |
| All | +61.4% | -3.8% | +65.2% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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