+216.8%
AMAT vs BRO
-7.4%
+224.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.3% |
| 7D | +4.2% | -8.6% | +12.7% | +1.2% |
| 30D | -13.5% | -6.9% | -6.6% | -15.3% |
| 3M | -8.6% | +10.5% | -19.0% | -6.6% |
| 6M | +31.6% | -2.8% | +34.3% | +34.9% |
| YTD | +77.3% | -16.1% | +93.4% | +82.9% |
| 1Y | +179.4% | -27.6% | +207.0% | +193.9% |
| All | +216.8% | -7.4% | +224.2% | +221.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling