-98.1%
AMC vs BRO
+419.4%
-517.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -1.6% |
| 7D | -0.8% | -5.4% | +4.6% | +1.4% |
| 30D | -1.2% | -4.3% | +3.2% | +0.5% |
| 3M | +42.2% | +17.8% | +24.4% | +32.6% |
| 6M | +118.8% | -6.8% | +125.6% | +123.2% |
| YTD | +64.1% | -13.8% | +77.9% | +72.3% |
| 1Y | -9.5% | -27.8% | +18.3% | +1.4% |
| 3Y | -64.3% | -4.7% | -59.6% | -65.0% |
| 5Y | -99.5% | +20.6% | -120.1% | -99.5% |
| 10Y | -98.9% | +293.7% | -392.7% | -99.5% |
| All | -98.1% | +419.4% | -517.6% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling