+396.9%
APP vs BRO
+42.0%
+354.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.1% |
| 7D | +1.1% | -7.3% | +8.4% | +4.8% |
| 30D | +6.6% | -6.9% | +13.5% | +10.0% |
| 3M | -32.3% | +10.7% | -43.0% | -36.6% |
| 6M | -29.8% | -2.7% | -27.1% | -30.2% |
| YTD | -51.9% | -16.3% | -35.6% | -48.6% |
| 1Y | -43.3% | -29.1% | -14.2% | -33.1% |
| 3Y | +664.1% | -7.8% | +671.9% | +616.6% |
| 5Y | +318.7% | +18.7% | +299.9% | +228.2% |
| All | +396.9% | +42.0% | +354.8% | +306.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 10y: compounded portfolio wealth divided by compounded BRO 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…
10y analysis · Full analysis span regression · 6 months rolling