+381.6%
AMD vs BROS
+10.8%
+370.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +6.6% | +6.6% | +11.6% |
| 7D | +8.9% | -17.9% | +26.9% | +14.9% |
| 30D | -16.4% | -5.4% | -11.0% | -14.9% |
| 3M | +5.2% | -32.1% | +37.3% | +15.6% |
| 6M | +11.7% | -31.7% | +43.4% | +20.5% |
| YTD | +137.5% | -41.2% | +178.7% | +164.7% |
| 1Y | +117.8% | -32.6% | +150.4% | +133.7% |
| 3Y | +348.1% | +32.7% | +315.4% | +283.6% |
| 5Y | +241.5% | -44.2% | +285.8% | +221.4% |
| All | +381.6% | +10.8% | +370.8% | +348.4% |
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