+335.0%
APH vs BROS
+7.7%
+327.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +0.4% | -20.4% | +20.8% | +3.5% |
| 30D | -8.0% | -6.1% | -1.9% | -7.2% |
| 3M | -5.0% | -29.4% | +24.4% | -0.8% |
| 6M | +29.9% | -31.5% | +61.4% | +35.3% |
| YTD | +18.0% | -42.8% | +60.8% | +25.2% |
| 1Y | +11.3% | -37.5% | +48.8% | +16.5% |
| 3Y | +274.9% | +27.2% | +247.8% | +250.4% |
| 5Y | +300.6% | -47.0% | +347.5% | +284.0% |
| All | +335.0% | +7.7% | +327.3% | +316.8% |
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 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