-99.0%
AMC vs BRO
+294.2%
-393.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | -7.2% | -7.3% | +0.2% | -4.5% |
| 30D | -2.8% | -6.9% | +4.1% | -0.2% |
| 3M | +7.9% | +10.7% | -2.8% | +3.5% |
| 6M | +119.6% | -2.7% | +122.3% | +120.4% |
| YTD | +57.7% | -16.3% | +74.0% | +66.8% |
| 1Y | -12.1% | -29.1% | +16.9% | -1.6% |
| 3Y | -66.5% | -7.8% | -58.7% | -66.6% |
| 5Y | -99.5% | +18.7% | -118.2% | -99.5% |
| All | -99.0% | +294.2% | -393.2% | -99.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling