+301.8%
AMD vs BROS
+25.7%
+276.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.3% | +13.4% | +11.6% |
| 7D | -11.0% | -21.2% | +10.2% | -5.4% |
| 30D | -30.5% | -11.6% | -18.9% | -28.0% |
| 3M | -8.2% | -36.7% | +28.5% | +2.3% |
| 6M | +6.6% | -42.8% | +49.4% | +19.5% |
| YTD | +109.7% | -44.8% | +154.5% | +135.7% |
| 1Y | +88.9% | -36.5% | +125.5% | +104.7% |
| 3Y | +301.8% | +27.0% | +274.9% | +267.5% |
| All | +301.8% | +25.7% | +276.1% | +267.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling