+66.9%
AMAT vs BROS
-37.3%
+104.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.5% | -9.2% | -4.6% |
| 7D | +11.4% | +6.3% | +5.0% | +9.4% |
| 30D | -17.0% | -8.3% | -8.7% | -14.5% |
| 3M | -30.6% | -29.8% | -0.8% | -23.9% |
| 6M | -14.9% | -25.8% | +10.9% | -12.4% |
| YTD | +44.7% | -41.4% | +86.0% | +56.4% |
| 1Y | +66.9% | -35.2% | +102.1% | +77.8% |
| All | +66.9% | -37.3% | +104.2% | +77.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling