+179.4%
AMAT vs BRO
-27.9%
+207.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.4% |
| 7D | +4.2% | -8.6% | +12.7% | -3.0% |
| 30D | -13.5% | -6.9% | -6.6% | -17.9% |
| 3M | -8.6% | +10.5% | -19.0% | -0.6% |
| 6M | +31.6% | -2.8% | +34.3% | +38.7% |
| YTD | +77.3% | -16.1% | +93.4% | +79.2% |
| 1Y | +179.4% | -27.6% | +207.0% | +181.5% |
| All | +179.4% | -27.9% | +207.2% | +181.5% |
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