+8,589.1%
AMD vs BRO
+294.2%
+8,294.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +8.1% | -7.3% | +15.4% | +11.3% |
| 30D | +6.9% | -6.9% | +13.7% | +9.4% |
| 3M | +5.7% | +10.7% | -5.0% | -2.9% |
| 6M | +152.0% | -2.7% | +154.7% | +143.6% |
| YTD | +141.0% | -16.3% | +157.3% | +150.7% |
| 1Y | +231.6% | -29.1% | +260.6% | +279.1% |
| 3Y | +390.1% | -7.8% | +397.9% | +339.3% |
| 5Y | +390.6% | +18.7% | +371.9% | +253.9% |
| All | +8,589.1% | +294.2% | +8,294.8% | +2,815.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling