-97.6%
AMC vs BRO
+449.4%
-547.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.4% |
| 7D | +3.5% | -0.3% | +3.8% | +3.5% |
| 30D | +12.5% | +11.3% | +1.2% | +7.4% |
| 3M | +23.6% | +0.7% | +22.9% | +22.3% |
| 6M | +144.4% | +32.9% | +111.4% | +115.8% |
| YTD | +108.3% | -8.8% | +117.2% | +112.4% |
| 1Y | +38.9% | -9.2% | +48.1% | +41.7% |
| 3Y | -58.9% | +0.1% | -58.9% | -60.6% |
| 5Y | -99.2% | +15.6% | -114.8% | -99.3% |
| 10Y | -98.8% | +300.2% | -399.0% | -99.4% |
| All | -97.6% | +449.4% | -547.0% | -99.0% |
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