+121.6%
APH vs BROS
+43.3%
+78.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -4.7% | -43.1% | -47.1% |
| 7D | -48.7% | -8.1% | -40.6% | -47.8% |
| 30D | -51.9% | -29.1% | -22.9% | -49.5% |
| 3M | -43.6% | -16.7% | -26.9% | -42.2% |
| 6M | -37.5% | -11.6% | -25.9% | -36.7% |
| YTD | -38.6% | -23.9% | -14.7% | -36.8% |
| 1Y | -26.3% | -34.8% | +8.5% | -22.8% |
| 3Y | +89.2% | +62.1% | +27.1% | +72.4% |
| All | +121.6% | +43.3% | +78.3% | +106.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling