+88.8%
APA vs BROS
-35.3%
+124.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.1% |
| 7D | +0.5% | -6.7% | +7.2% | -0.3% |
| 30D | +23.4% | -29.1% | +52.5% | +18.7% |
| 3M | +12.7% | -16.7% | +29.4% | +9.7% |
| 6M | +39.4% | -11.6% | +51.0% | +37.2% |
| YTD | +79.0% | -23.9% | +102.9% | +74.8% |
| 1Y | +88.8% | -34.8% | +123.6% | +71.3% |
| All | +88.8% | -35.3% | +124.1% | +71.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling