+1,308.0%
AMT vs BRO
+4,022.0%
-2,714.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.8% |
| 7D | +1.5% | -7.6% | +9.1% | +4.8% |
| 30D | +3.7% | -6.9% | +10.6% | +6.7% |
| 3M | -7.2% | +12.8% | -20.0% | -12.1% |
| 6M | -4.2% | -5.9% | +1.7% | -2.6% |
| YTD | +1.9% | -15.9% | +17.8% | +8.0% |
| 1Y | -6.4% | -28.1% | +21.8% | +5.6% |
| 3Y | +7.7% | -7.0% | +14.7% | +7.3% |
| 5Y | -30.9% | +18.0% | -48.9% | -39.0% |
| 10Y | +105.4% | +293.9% | -188.5% | +9.0% |
| All | +1,308.0% | +4,022.0% | -2,714.0% | +227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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