-57.7%
AMC vs BROS
+22.6%
-80.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -1.6% |
| 7D | +8.4% | -2.5% | +10.9% | +9.0% |
| 30D | +9.2% | -11.2% | +20.4% | +12.2% |
| 3M | +32.0% | -33.9% | +65.9% | +43.1% |
| 6M | +149.3% | -33.5% | +182.7% | +170.8% |
| YTD | +114.1% | -44.9% | +159.0% | +137.0% |
| 1Y | +35.8% | -41.5% | +77.3% | +49.2% |
| All | -57.7% | +22.6% | -80.3% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling