+37.2%
AMGN vs BROS
-32.8%
+70.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.5% |
| 7D | -13.7% | -5.8% | -7.9% | -13.1% |
| 30D | -8.8% | -14.0% | +5.2% | -7.4% |
| 3M | +7.2% | -32.5% | +39.7% | +11.0% |
| 6M | +1.3% | -14.9% | +16.2% | +1.4% |
| YTD | +17.6% | -28.3% | +45.9% | +20.7% |
| 1Y | +37.2% | -34.0% | +71.2% | +44.6% |
| All | +37.2% | -32.8% | +70.0% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling