+347.8%
APH vs BROS
+41.2%
+306.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | +0.2% | -0.9% | +1.1% | +0.3% |
| 30D | -3.3% | -13.5% | +10.1% | -1.6% |
| 3M | +14.0% | -18.4% | +32.5% | +16.3% |
| 6M | +24.4% | -10.6% | +35.0% | +25.0% |
| YTD | +21.4% | -25.1% | +46.5% | +24.5% |
| 1Y | +48.9% | -28.6% | +77.6% | +53.1% |
| 3Y | +290.1% | +65.6% | +224.5% | +252.0% |
| All | +347.8% | +41.2% | +306.6% | +314.5% |
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