+130,576.0%
APH vs BRO
+21,738.4%
+108,837.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | 0.0% |
| 7D | +0.2% | -5.4% | +5.6% | +1.7% |
| 30D | -3.3% | -4.3% | +1.0% | -2.4% |
| 3M | +14.0% | +17.8% | -3.8% | +7.7% |
| 6M | +24.4% | -6.8% | +31.2% | +25.1% |
| YTD | +21.4% | -13.8% | +35.2% | +24.1% |
| 1Y | +48.9% | -27.8% | +76.7% | +59.3% |
| 3Y | +290.1% | -4.7% | +294.8% | +279.9% |
| 5Y | +352.8% | +20.6% | +332.2% | +309.3% |
| 10Y | +1,041.3% | +293.7% | +747.5% | +661.7% |
| All | +130,576.0% | +21,738.4% | +108,837.6% | +71,805.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling