-55.4%
APP vs BROS
-18.6%
-36.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.9% | +9.7% | +10.3% |
| 7D | +4.5% | +2.5% | +2.1% | +3.5% |
| 30D | -3.6% | +15.1% | -18.7% | -9.3% |
| 3M | -35.3% | -31.4% | -3.9% | -22.7% |
| 6M | -42.8% | -22.6% | -20.2% | -36.2% |
| YTD | -59.7% | -28.1% | -31.5% | -56.4% |
| 1Y | -55.4% | -20.3% | -35.1% | -52.8% |
| All | -55.4% | -18.6% | -36.7% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling