-20.3%
AMT vs BROS
-50.1%
+29.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -2.5% |
| 7D | +0.5% | -21.2% | +21.8% | +1.8% |
| 30D | +13.6% | -11.6% | +25.2% | +14.2% |
| 3M | +11.5% | -36.7% | +48.1% | +14.4% |
| 6M | +6.9% | -42.8% | +49.8% | +10.0% |
| YTD | +10.8% | -44.8% | +55.7% | +14.0% |
| 1Y | +10.3% | -36.5% | +46.9% | +12.2% |
| 3Y | +12.4% | +27.0% | -14.5% | +1.3% |
| All | -20.3% | -50.1% | +29.8% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling