+135.6%
AMAT vs BROS
+6.4%
+129.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -21.4% | +7.8% | -8.9% |
| 7D | -24.3% | -21.4% | -2.9% | -20.2% |
| 30D | -39.8% | -11.5% | -28.3% | -38.2% |
| 3M | -40.2% | -47.4% | +7.2% | -32.0% |
| 6M | -22.1% | -39.5% | +17.4% | -14.6% |
| YTD | +24.7% | -43.5% | +68.2% | +38.0% |
| 1Y | +33.3% | -37.8% | +71.0% | +44.3% |
| 3Y | +133.9% | +30.5% | +103.4% | +107.9% |
| 5Y | +117.1% | -49.1% | +166.2% | +108.3% |
| All | +135.6% | +6.4% | +129.2% | +117.5% |
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