+353.4%
APH vs BROS
+43.3%
+310.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.8% |
| 7D | +5.0% | -6.7% | +11.6% | +5.8% |
| 30D | -3.9% | -29.1% | +25.2% | +0.2% |
| 3M | +13.0% | -16.7% | +29.7% | +14.9% |
| 6M | +25.2% | -11.6% | +36.8% | +25.9% |
| YTD | +22.9% | -23.9% | +46.9% | +25.8% |
| 1Y | +47.8% | -34.8% | +82.6% | +53.8% |
| 3Y | +283.0% | +62.1% | +220.9% | +246.3% |
| All | +353.4% | +43.3% | +310.0% | +318.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling