+48.7%
AMZN vs BROS
+43.3%
+5.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -3.0% | -6.7% | +3.7% | -1.8% |
| 30D | -5.2% | -29.1% | +23.9% | +0.4% |
| 3M | +1.9% | -16.7% | +18.6% | +4.4% |
| 6M | +19.2% | -11.6% | +30.8% | +20.3% |
| YTD | +12.0% | -23.9% | +35.9% | +15.7% |
| 1Y | +9.7% | -34.8% | +44.5% | +16.0% |
| 3Y | +87.2% | +62.1% | +25.1% | +58.9% |
| All | +48.7% | +43.3% | +5.4% | +32.8% |
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