-5.7%
AMT vs BROS
-30.1%
+24.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | -0.2% | -0.9% | +0.8% | -0.2% |
| 30D | +1.8% | -13.5% | +15.3% | +2.1% |
| 3M | -6.2% | -18.4% | +12.3% | -6.1% |
| 6M | -5.0% | -10.6% | +5.6% | -5.2% |
| YTD | +2.1% | -25.1% | +27.1% | +1.9% |
| 1Y | -5.7% | -28.6% | +22.9% | -4.1% |
| All | -5.7% | -30.1% | +24.4% | -4.1% |
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