+295.8%
AMD vs BROS
-49.1%
+344.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.7% | +9.6% | +6.9% |
| 7D | +44.7% | -2.5% | +47.2% | +45.7% |
| 30D | -3.3% | -11.2% | +7.9% | +0.2% |
| 3M | +21.2% | -33.9% | +55.1% | +35.8% |
| 6M | +30.6% | -33.5% | +64.0% | +43.0% |
| YTD | +173.3% | -44.9% | +218.2% | +214.3% |
| 1Y | +126.1% | -41.5% | +167.6% | +154.2% |
| 3Y | +393.5% | +22.4% | +371.1% | +311.3% |
| 5Y | +295.8% | -45.7% | +341.4% | +309.9% |
| All | +295.8% | -49.1% | +344.9% | +309.9% |
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