+145.5%
AMAT vs BROS
+3.9%
+141.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.7% |
| 7D | -14.7% | -21.2% | +6.5% | -10.2% |
| 30D | -36.1% | -11.6% | -24.5% | -34.4% |
| 3M | -36.9% | -36.7% | -0.2% | -30.6% |
| 6M | -22.2% | -42.8% | +20.6% | -13.7% |
| YTD | +29.9% | -44.8% | +74.8% | +44.6% |
| 1Y | +43.3% | -36.5% | +79.8% | +54.5% |
| 3Y | +142.7% | +27.0% | +115.7% | +117.0% |
| 5Y | +126.2% | -50.3% | +176.5% | +118.2% |
| All | +145.5% | +3.9% | +141.6% | +127.8% |
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 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