+40.2%
AMC vs BRO
-3.8%
+44.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +4.2% | +3.1% | +6.1% |
| 7D | +17.7% | +12.2% | +5.6% | +14.2% |
| 30D | +26.2% | +21.3% | +4.9% | +18.6% |
| 3M | +31.3% | +4.1% | +27.3% | +30.3% |
| 6M | +142.8% | +28.9% | +113.9% | +122.2% |
| YTD | +125.6% | -6.6% | +132.2% | +112.5% |
| 1Y | +40.2% | -5.6% | +45.8% | +33.8% |
| All | +40.2% | -3.8% | +44.1% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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