+338.5%
APH vs BROS
+8.6%
+330.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.7% |
| 7D | -5.0% | -19.0% | +14.0% | -2.3% |
| 30D | -8.4% | -7.3% | -1.1% | -7.5% |
| 3M | -4.5% | -31.2% | +26.7% | +0.1% |
| 6M | +25.3% | -33.0% | +58.3% | +30.9% |
| YTD | +18.9% | -42.4% | +61.3% | +26.1% |
| 1Y | +11.9% | -37.7% | +49.7% | +17.2% |
| 3Y | +278.0% | +28.2% | +249.8% | +252.8% |
| 5Y | +306.4% | -43.4% | +349.8% | +289.2% |
| All | +338.5% | +8.6% | +330.0% | +319.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling