+66.9%
AMAT vs BRO
-9.4%
+76.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -0.9% |
| 7D | +11.4% | -0.3% | +11.6% | +11.3% |
| 30D | -17.0% | +11.3% | -28.3% | -6.9% |
| 3M | -30.6% | +0.7% | -31.3% | -28.3% |
| 6M | -14.9% | +32.9% | -47.9% | +8.8% |
| YTD | +44.7% | -8.8% | +53.5% | +59.8% |
| 1Y | +66.9% | -9.2% | +76.1% | +85.6% |
| All | +66.9% | -9.4% | +76.3% | +85.6% |
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