+199.0%
AMD vs BROS
-50.1%
+249.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.3% | +13.4% | +11.7% |
| 7D | -11.0% | -21.2% | +10.2% | -4.6% |
| 30D | -30.5% | -11.6% | -18.9% | -27.9% |
| 3M | -8.2% | -36.7% | +28.5% | +4.1% |
| 6M | +6.6% | -42.8% | +49.4% | +21.9% |
| YTD | +109.7% | -44.8% | +154.5% | +141.0% |
| 1Y | +88.9% | -36.5% | +125.5% | +107.6% |
| 3Y | +301.8% | +27.0% | +274.9% | +230.6% |
| All | +199.0% | -50.1% | +249.2% | +218.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling