+137,736.4%
AMAT vs BRO
+27,561.0%
+110,175.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.7% |
| 7D | -1.5% | -2.6% | +1.1% | -1.0% |
| 30D | -14.8% | +0.9% | -15.7% | -15.1% |
| 3M | -9.3% | +24.8% | -34.0% | -15.1% |
| 6M | +27.4% | -0.1% | +27.5% | +24.9% |
| YTD | +77.6% | -9.7% | +87.3% | +77.5% |
| 1Y | +188.9% | -24.5% | +213.4% | +200.6% |
| 3Y | +202.3% | -1.6% | +203.9% | +191.3% |
| 5Y | +248.9% | +25.6% | +223.3% | +216.9% |
| 10Y | +1,585.2% | +309.8% | +1,275.4% | +1,124.7% |
| All | +137,736.4% | +27,561.0% | +110,175.4% | +94,281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling