+1,082.3%
APH vs BRO
+294.2%
+788.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | +1.4% | -7.3% | +8.7% | +4.4% |
| 30D | -1.2% | -6.9% | +5.6% | +1.3% |
| 3M | +10.3% | +10.7% | -0.4% | +3.4% |
| 6M | +25.2% | -2.7% | +27.9% | +23.8% |
| YTD | +24.6% | -16.3% | +41.0% | +30.9% |
| 1Y | +41.4% | -29.1% | +70.5% | +60.3% |
| 3Y | +297.8% | -7.8% | +305.7% | +272.5% |
| 5Y | +366.0% | +18.7% | +347.3% | +261.1% |
| All | +1,082.3% | +294.2% | +788.1% | +411.4% |
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