+887.9%
APP vs BROS
+30.6%
+857.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +6.5% | -2.6% | +0.7% |
| 7D | +4.6% | +6.3% | -1.7% | +1.4% |
| 30D | +56.0% | -8.3% | +64.4% | +54.4% |
| 3M | +30.8% | -29.8% | +60.6% | +49.9% |
| 6M | -9.8% | -25.8% | +16.0% | -0.9% |
| YTD | -39.3% | -41.4% | +2.1% | -24.8% |
| 1Y | -26.4% | -35.2% | +8.7% | -15.4% |
| 3Y | +887.9% | +32.8% | +855.2% | +768.0% |
| All | +887.9% | +30.6% | +857.3% | +768.0% |
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