+378.5%
APP vs BRO
+46.3%
+332.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.5% | +1.9% | -0.5% |
| 7D | +0.1% | -5.4% | +5.5% | +2.7% |
| 30D | -10.0% | -4.3% | -5.7% | -8.3% |
| 3M | -44.6% | +17.8% | -62.5% | -49.8% |
| 6M | -37.9% | -6.8% | -31.1% | -36.6% |
| YTD | -53.7% | -13.8% | -39.9% | -51.2% |
| 1Y | -43.0% | -27.8% | -15.2% | -33.1% |
| 3Y | +640.8% | -4.7% | +645.5% | +582.9% |
| 5Y | +358.8% | +20.6% | +338.2% | +254.2% |
| All | +378.5% | +46.3% | +332.2% | +286.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling