+293.0%
APH vs BROS
+6.4%
+286.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -21.4% | +12.1% | -6.4% |
| 7D | -12.7% | -21.4% | +8.7% | -9.9% |
| 30D | -19.2% | -11.5% | -7.7% | -17.9% |
| 3M | -16.7% | -47.4% | +30.7% | -9.7% |
| 6M | +5.1% | -39.5% | +44.7% | +11.3% |
| YTD | +6.6% | -43.5% | +50.1% | +13.3% |
| 1Y | +3.9% | -37.8% | +41.7% | +8.8% |
| 3Y | +246.0% | +30.5% | +215.5% | +222.4% |
| 5Y | +268.0% | -49.1% | +317.1% | +253.3% |
| All | +293.0% | +6.4% | +286.6% | +277.1% |
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