+108.5%
AMD vs BROS
-34.1%
+142.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +6.6% | +6.6% | +11.3% |
| 7D | +8.9% | -17.9% | +26.9% | +15.2% |
| 30D | -16.4% | -5.4% | -11.0% | -13.8% |
| 3M | +5.2% | -32.1% | +37.3% | +15.8% |
| 6M | +11.7% | -31.7% | +43.4% | +17.2% |
| YTD | +137.5% | -41.2% | +178.7% | +151.4% |
| All | +108.5% | -34.1% | +142.5% | +119.1% |
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