-99.3%
AMC vs BROS
+3.9%
-103.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.3% | +2.6% |
| 7D | +2.6% | -21.2% | +23.8% | +9.6% |
| 30D | +9.0% | -11.6% | +20.6% | +12.6% |
| 3M | +22.2% | -36.7% | +58.9% | +38.2% |
| 6M | +91.5% | -42.8% | +134.3% | +121.8% |
| YTD | +101.3% | -44.8% | +146.1% | +133.8% |
| 1Y | +20.8% | -36.5% | +57.3% | +35.2% |
| 3Y | -71.3% | +27.0% | -98.3% | -76.5% |
| 5Y | -99.2% | -50.3% | -48.9% | -99.3% |
| All | -99.3% | +3.9% | -103.2% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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