+892.4%
APP vs BROS
+25.7%
+866.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.3% | +12.2% | +11.0% |
| 7D | +71.2% | -21.2% | +92.4% | +84.2% |
| 30D | +39.1% | -11.6% | +50.6% | +39.3% |
| 3M | +16.5% | -36.7% | +53.2% | +41.2% |
| 6M | -16.6% | -42.8% | +26.3% | +5.9% |
| YTD | -41.9% | -44.8% | +2.9% | -25.8% |
| 1Y | -37.0% | -36.5% | -0.5% | -27.2% |
| 3Y | +892.4% | +27.0% | +865.5% | +776.6% |
| All | +892.4% | +25.7% | +866.8% | +776.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling