+245.8%
AMAT vs BRO
+17.6%
+228.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +4.2% | -8.6% | +12.7% | +5.2% |
| 30D | -13.5% | -6.9% | -6.6% | -12.9% |
| 3M | -8.6% | +10.5% | -19.0% | -12.3% |
| 6M | +31.6% | -2.8% | +34.3% | +30.9% |
| YTD | +77.3% | -16.1% | +93.4% | +85.0% |
| 1Y | +179.4% | -27.6% | +207.0% | +209.1% |
| 3Y | +215.0% | -7.3% | +222.3% | +187.1% |
| 5Y | +245.8% | +19.0% | +226.8% | +160.8% |
| All | +245.8% | +17.6% | +228.2% | +160.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling