+48.5%
AMZN vs BRO
+17.6%
+30.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -0.7% | -7.3% | +6.7% | +2.0% |
| 30D | -3.9% | -6.9% | +2.9% | -1.6% |
| 3M | +6.3% | +10.7% | -4.3% | +1.6% |
| 6M | +20.8% | -2.7% | +23.4% | +20.6% |
| YTD | +11.2% | -16.3% | +27.6% | +17.9% |
| 1Y | +11.7% | -29.1% | +40.8% | +27.0% |
| 3Y | +79.4% | -7.8% | +87.3% | +65.7% |
| All | +48.5% | +17.6% | +30.9% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling