-99.2%
AMC vs BRO
+15.5%
-114.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.7% |
| 7D | +3.5% | -0.3% | +3.8% | +3.5% |
| 30D | +12.5% | +11.3% | +1.2% | +5.8% |
| 3M | +23.6% | +0.7% | +22.9% | +21.9% |
| 6M | +144.4% | +32.9% | +111.4% | +105.7% |
| YTD | +108.3% | -8.8% | +117.2% | +114.4% |
| 1Y | +38.9% | -9.2% | +48.1% | +43.0% |
| 3Y | -58.9% | +0.1% | -58.9% | -63.7% |
| All | -99.2% | +15.5% | -114.7% | -99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling