+235.6%
AMAT vs BROS
+43.3%
+192.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +4.2% |
| 7D | -1.5% | -6.7% | +5.2% | -0.1% |
| 30D | -14.8% | -29.1% | +14.3% | -8.9% |
| 3M | -9.3% | -16.7% | +7.4% | -6.8% |
| 6M | +27.4% | -11.6% | +39.0% | +28.9% |
| YTD | +77.6% | -23.9% | +101.5% | +84.8% |
| 1Y | +188.9% | -34.8% | +223.7% | +208.5% |
| 3Y | +202.3% | +62.1% | +140.2% | +156.2% |
| All | +235.6% | +43.3% | +192.2% | +191.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling