+352.2%
AMD vs BROS
+43.3%
+308.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.5% |
| 7D | +2.6% | -6.7% | +9.2% | +4.3% |
| 30D | -0.9% | -29.1% | +28.1% | +7.0% |
| 3M | -8.7% | -16.7% | +8.0% | -6.0% |
| 6M | +136.3% | -11.6% | +148.0% | +138.9% |
| YTD | +123.0% | -23.9% | +146.9% | +133.2% |
| 1Y | +195.2% | -34.8% | +230.0% | +218.8% |
| 3Y | +336.3% | +62.1% | +274.3% | +254.7% |
| All | +352.2% | +43.3% | +308.9% | +295.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling