+115.4%
AMD vs BROS
-37.3%
+152.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +6.5% | -15.3% | -10.3% |
| 7D | +18.9% | +6.3% | +12.6% | +16.9% |
| 30D | -6.4% | -8.3% | +1.9% | -3.2% |
| 3M | +10.6% | -29.8% | +40.4% | +20.0% |
| 6M | +19.9% | -25.8% | +45.7% | +22.0% |
| YTD | +149.4% | -41.4% | +190.7% | +158.4% |
| 1Y | +115.4% | -35.2% | +150.5% | +126.3% |
| All | +115.4% | -37.3% | +152.7% | +126.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling