+95.5%
AMD vs BRO
-3.8%
+99.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +5.4% |
| 7D | -15.5% | +12.2% | -27.7% | -4.0% |
| 30D | -22.6% | +21.3% | -43.9% | -3.5% |
| 3M | -5.7% | +4.1% | -9.8% | +1.6% |
| 6M | +43.1% | +28.9% | +14.2% | +93.5% |
| YTD | +128.2% | -6.6% | +134.8% | +162.3% |
| 1Y | +95.5% | -5.6% | +101.0% | +124.8% |
| All | +95.5% | -3.8% | +99.3% | +124.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling