+282.2%
APH vs BROS
-50.1%
+332.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.3% | +6.4% | +4.5% |
| 7D | -5.9% | -21.2% | +15.3% | -2.5% |
| 30D | -14.8% | -11.6% | -3.3% | -13.3% |
| 3M | -12.4% | -36.7% | +24.3% | -6.4% |
| 6M | +8.1% | -42.8% | +50.9% | +16.3% |
| YTD | +10.9% | -44.8% | +55.8% | +19.4% |
| 1Y | +8.8% | -36.5% | +45.3% | +14.2% |
| 3Y | +262.1% | +27.0% | +235.1% | +230.8% |
| All | +282.2% | -50.1% | +332.3% | +271.4% |
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