+423.6%
AMD vs BROS
+7.7%
+415.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.5% |
| 7D | +13.1% | -20.4% | +33.5% | +20.2% |
| 30D | -7.0% | -6.1% | -0.9% | -5.2% |
| 3M | +16.6% | -29.4% | +45.9% | +26.9% |
| 6M | +20.5% | -31.5% | +52.0% | +29.9% |
| YTD | +158.2% | -42.8% | +201.0% | +189.8% |
| 1Y | +132.8% | -37.5% | +170.3% | +154.5% |
| 3Y | +366.2% | +27.2% | +339.1% | +303.3% |
| 5Y | +278.7% | -47.0% | +325.6% | +259.0% |
| All | +423.6% | +7.7% | +415.9% | +390.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling