+7.7%
AMT vs BROS
-40.8%
+48.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | -0.2% |
| 7D | -2.2% | -2.5% | +0.3% | -2.2% |
| 30D | +5.8% | -11.2% | +17.0% | +6.0% |
| 3M | +12.6% | -33.9% | +46.5% | +13.1% |
| 6M | +8.3% | -33.5% | +41.8% | +8.4% |
| YTD | +11.4% | -44.9% | +56.3% | +11.2% |
| 1Y | +7.7% | -41.5% | +49.2% | +7.1% |
| All | +7.7% | -40.8% | +48.6% | +7.1% |
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