+306.4%
APP vs BRO
+17.6%
+288.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +0.3% | -8.6% | +8.9% | +4.8% |
| 30D | -1.3% | -6.9% | +5.6% | +2.0% |
| 3M | -36.2% | +10.5% | -46.7% | -40.4% |
| 6M | -34.1% | -2.8% | -31.4% | -34.5% |
| YTD | -53.3% | -16.1% | -37.2% | -50.1% |
| 1Y | -44.5% | -27.6% | -16.9% | -35.1% |
| 3Y | +646.7% | -7.3% | +653.9% | +589.8% |
| 5Y | +306.4% | +19.0% | +287.4% | +180.3% |
| All | +306.4% | +17.6% | +288.8% | +180.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling