+59.3%
AMAT vs BROS
-35.4%
+94.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +1.1% |
| 7D | -2.5% | -19.0% | +16.6% | +3.6% |
| 30D | -26.5% | -7.3% | -19.3% | -24.4% |
| 3M | -28.6% | -31.2% | +2.6% | -21.1% |
| 6M | -14.2% | -33.0% | +18.8% | -8.4% |
| YTD | +45.5% | -42.4% | +87.8% | +59.2% |
| 1Y | +59.3% | -37.7% | +97.1% | +71.3% |
| All | +59.3% | -35.4% | +94.7% | +71.3% |
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 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