-99.5%
AMC vs BRO
+17.6%
-117.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.4% |
| 7D | -7.2% | -7.3% | +0.2% | -3.2% |
| 30D | -2.8% | -6.9% | +4.1% | +1.0% |
| 3M | +7.9% | +10.7% | -2.8% | +1.1% |
| 6M | +119.6% | -2.7% | +122.3% | +120.3% |
| YTD | +57.7% | -16.3% | +74.0% | +71.6% |
| 1Y | -12.1% | -29.1% | +16.9% | +4.7% |
| 3Y | -66.5% | -7.8% | -58.7% | -68.8% |
| All | -99.5% | +17.6% | -117.2% | -99.7% |
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