-11.4%
AMAT vs BRO
+27.6%
-39.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -5.0% |
| 7D | +19.3% | -5.1% | +24.5% | +12.1% |
| 30D | -17.9% | +10.4% | -28.4% | -4.8% |
| 3M | -30.4% | -0.5% | -30.0% | -29.6% |
| 6M | -11.4% | +27.1% | -38.6% | +34.6% |
| All | -11.4% | +27.6% | -39.0% | +34.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling