+457.3%
APP vs BROS
+10.8%
+446.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.6% | -1.8% | +2.3% |
| 7D | +79.2% | -17.9% | +97.1% | +86.8% |
| 30D | +48.0% | -5.4% | +53.4% | +45.5% |
| 3M | +18.2% | -32.1% | +50.3% | +32.3% |
| 6M | -12.5% | -31.7% | +19.2% | -2.4% |
| YTD | -39.2% | -41.2% | +2.0% | -28.6% |
| 1Y | -33.9% | -32.6% | -1.3% | -27.0% |
| 3Y | +933.3% | +32.7% | +900.6% | +839.8% |
| 5Y | +295.9% | -44.2% | +340.1% | +322.4% |
| All | +457.3% | +10.8% | +446.5% | +492.7% |
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