-99.3%
AMC vs BROS
-50.1%
-49.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.3% | +2.7% |
| 7D | +2.6% | -21.2% | +23.8% | +10.9% |
| 30D | +9.0% | -11.6% | +20.6% | +13.2% |
| 3M | +22.2% | -36.7% | +58.9% | +41.5% |
| 6M | +91.5% | -42.8% | +134.3% | +128.0% |
| YTD | +101.3% | -44.8% | +146.1% | +140.5% |
| 1Y | +20.8% | -36.5% | +57.3% | +37.9% |
| 3Y | -71.3% | +27.0% | -98.3% | -78.6% |
| All | -99.3% | -50.1% | -49.2% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling