-30.8%
AMT vs BROS
+43.3%
-74.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | -0.2% | -6.7% | +6.5% | +0.2% |
| 30D | +4.6% | -29.1% | +33.7% | +6.6% |
| 3M | -8.4% | -16.7% | +8.3% | -7.8% |
| 6M | -6.0% | -11.6% | +5.6% | -5.9% |
| YTD | +2.1% | -23.9% | +26.0% | +3.1% |
| 1Y | -6.4% | -34.8% | +28.4% | -4.7% |
| 3Y | +8.1% | +62.1% | -54.0% | -1.8% |
| All | -30.8% | +43.3% | -74.2% | -37.1% |
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 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