+1,321.9%
AMAT vs BRO
+297.2%
+1,024.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.5% |
| 7D | +11.4% | -0.3% | +11.6% | +11.4% |
| 30D | -17.0% | +11.3% | -28.3% | -21.6% |
| 3M | -30.6% | +0.7% | -31.3% | -32.1% |
| 6M | -14.9% | +32.9% | -47.9% | -30.7% |
| YTD | +44.7% | -8.8% | +53.5% | +43.4% |
| 1Y | +66.9% | -9.2% | +76.1% | +65.3% |
| 3Y | +153.3% | +0.1% | +153.2% | +115.4% |
| 5Y | +146.2% | +15.6% | +130.6% | +80.8% |
| All | +1,321.9% | +297.2% | +1,024.7% | +383.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling