+132.8%
AMD vs BROS
-38.0%
+170.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.8% | +8.1% | +7.5% |
| 7D | +13.1% | -20.4% | +33.5% | +20.6% |
| 30D | -7.0% | -6.1% | -0.9% | -3.7% |
| 3M | +16.6% | -29.4% | +45.9% | +27.4% |
| 6M | +20.5% | -31.5% | +52.0% | +26.1% |
| YTD | +158.2% | -42.8% | +201.0% | +175.2% |
| 1Y | +132.8% | -37.5% | +170.3% | +146.5% |
| All | +132.8% | -38.0% | +170.7% | +146.5% |
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