+387.9%
AMD vs BROS
+8.6%
+379.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +4.5% | +10.2% | +13.6% |
| 7D | +6.5% | -19.0% | +25.5% | +12.7% |
| 30D | -15.3% | -7.3% | -8.0% | -13.4% |
| 3M | +9.7% | -31.2% | +40.9% | +20.2% |
| 6M | +13.2% | -33.0% | +46.2% | +22.7% |
| YTD | +140.6% | -42.4% | +182.9% | +169.5% |
| 1Y | +111.2% | -37.7% | +148.9% | +131.2% |
| 3Y | +334.4% | +28.2% | +306.3% | +275.1% |
| 5Y | +268.3% | -43.4% | +311.7% | +248.3% |
| All | +387.9% | +8.6% | +379.3% | +356.6% |
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