+173.5%
AMAT vs BROS
+10.8%
+162.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +6.6% | +4.7% | +9.9% |
| 7D | -1.1% | -17.9% | +16.9% | +3.3% |
| 30D | -26.9% | -5.4% | -21.6% | -26.0% |
| 3M | -31.2% | -32.1% | +0.9% | -25.5% |
| 6M | -14.7% | -31.7% | +17.0% | -8.9% |
| YTD | +44.7% | -41.2% | +85.9% | +58.9% |
| 1Y | +62.0% | -32.6% | +94.6% | +72.5% |
| 3Y | +165.0% | +32.7% | +132.3% | +134.7% |
| 5Y | +147.1% | -44.2% | +191.3% | +134.7% |
| All | +173.5% | +10.8% | +162.7% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 10y: compounded portfolio wealth divided by compounded BROS 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…
10y analysis · Full analysis span regression · 6 months rolling