-23.8%
AMT vs BROS
+10.5%
-34.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.5% | -5.5% | +0.6% |
| 7D | +1.5% | +6.3% | -4.8% | +1.1% |
| 30D | +6.8% | -8.3% | +15.2% | +7.1% |
| 3M | +11.2% | -29.8% | +41.0% | +13.2% |
| 6M | +12.5% | -25.8% | +38.3% | +13.7% |
| YTD | +12.5% | -41.4% | +53.9% | +15.0% |
| 1Y | +10.1% | -35.2% | +45.3% | +11.7% |
| 3Y | +16.0% | +32.8% | -16.7% | +6.2% |
| 5Y | -17.2% | -42.2% | +25.0% | -22.3% |
| All | -23.8% | +10.5% | -34.3% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling