+565.7%
AMZN vs BRO
+294.2%
+271.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -0.7% | -7.3% | +6.7% | +2.2% |
| 30D | -3.9% | -6.9% | +2.9% | -1.3% |
| 3M | +6.3% | +10.7% | -4.3% | +1.3% |
| 6M | +20.8% | -2.7% | +23.4% | +20.4% |
| YTD | +11.2% | -16.3% | +27.6% | +17.7% |
| 1Y | +11.7% | -29.1% | +40.8% | +26.4% |
| 3Y | +79.4% | -7.8% | +87.3% | +72.4% |
| 5Y | +48.0% | +18.7% | +29.3% | +24.3% |
| All | +565.7% | +294.2% | +271.4% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling