+325.2%
AMD vs BROS
+3.9%
+321.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.3% | +13.4% | +11.6% |
| 7D | -11.0% | -21.2% | +10.2% | -5.3% |
| 30D | -30.5% | -11.6% | -18.9% | -28.2% |
| 3M | -8.2% | -36.7% | +28.5% | +2.5% |
| 6M | +6.6% | -42.8% | +49.4% | +20.1% |
| YTD | +109.7% | -44.8% | +154.5% | +137.3% |
| 1Y | +88.9% | -36.5% | +125.5% | +105.6% |
| 3Y | +301.8% | +27.0% | +274.9% | +247.4% |
| 5Y | +229.4% | -50.3% | +279.7% | +214.6% |
| All | +325.2% | +3.9% | +321.3% | +302.0% |
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