+12,846.9%
AMD vs BRO
+27,829.4%
-14,982.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.0% | -10.7% | -9.3% |
| 7D | +18.9% | -0.3% | +19.2% | +18.9% |
| 30D | -6.4% | +11.3% | -17.7% | -10.1% |
| 3M | +10.6% | +0.7% | +9.9% | +8.5% |
| 6M | +19.9% | +32.9% | -13.0% | +6.4% |
| YTD | +149.4% | -8.8% | +158.2% | +144.2% |
| 1Y | +115.4% | -9.2% | +124.6% | +110.8% |
| 3Y | +357.3% | +0.1% | +357.2% | +326.8% |
| 5Y | +261.1% | +15.6% | +245.5% | +223.2% |
| 10Y | +7,883.0% | +300.2% | +7,582.8% | +5,025.2% |
| All | +12,846.9% | +27,829.4% | -14,982.5% | +6,018.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling