+450.2%
APP vs BROS
+7.7%
+442.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.6% |
| 7D | +48.9% | -20.4% | +69.4% | +57.1% |
| 30D | +49.4% | -6.1% | +55.5% | +47.2% |
| 3M | +27.0% | -29.4% | +56.4% | +39.6% |
| 6M | -15.4% | -31.5% | +16.1% | -5.7% |
| YTD | -39.9% | -42.8% | +2.9% | -28.8% |
| 1Y | -32.0% | -37.5% | +5.5% | -22.7% |
| 3Y | +824.3% | +27.2% | +797.2% | +752.6% |
| 5Y | +252.4% | -47.0% | +299.4% | +280.7% |
| All | +450.2% | +7.7% | +442.5% | +491.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling