+173.4%
AMAT vs BROS
+10.5%
+163.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.5% | -9.2% | -4.2% |
| 7D | +11.4% | +6.3% | +5.0% | +9.9% |
| 30D | -17.0% | -8.3% | -8.7% | -15.5% |
| 3M | -30.6% | -29.8% | -0.8% | -25.5% |
| 6M | -14.9% | -25.8% | +10.9% | -10.8% |
| YTD | +44.7% | -41.4% | +86.0% | +58.8% |
| 1Y | +66.9% | -35.2% | +102.1% | +79.0% |
| 3Y | +153.3% | +32.8% | +120.5% | +124.1% |
| 5Y | +146.2% | -42.2% | +188.4% | +133.5% |
| All | +173.4% | +10.5% | +163.0% | +150.2% |
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