-26.3%
APH vs BRO
-24.4%
-1.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.0% | -46.8% | -48.1% |
| 7D | -48.7% | 0.0% | -48.7% | -48.8% |
| 30D | -51.9% | +0.9% | -52.8% | -51.8% |
| 3M | -43.6% | +24.8% | -68.3% | -39.3% |
| 6M | -37.5% | -0.1% | -37.5% | -38.4% |
| YTD | -38.6% | -9.7% | -28.9% | -42.1% |
| 1Y | -26.3% | -24.5% | -1.8% | -34.0% |
| All | -26.3% | -24.4% | -1.9% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling