-24.9%
AMT vs BROS
+10.8%
-35.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.6% | -6.5% | -0.3% |
| 7D | +0.4% | -17.9% | +18.3% | +1.3% |
| 30D | +3.7% | -5.4% | +9.1% | +3.8% |
| 3M | +10.7% | -32.1% | +42.8% | +12.9% |
| 6M | +9.3% | -31.7% | +40.9% | +11.0% |
| YTD | +10.9% | -41.2% | +52.1% | +13.4% |
| 1Y | +10.5% | -32.6% | +43.1% | +11.9% |
| 3Y | +15.5% | +32.7% | -17.1% | +5.8% |
| 5Y | -20.6% | -44.2% | +23.7% | -25.4% |
| All | -24.9% | +10.8% | -35.7% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling