+335.7%
APP vs BROS
+43.3%
+292.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | +0.9% | -6.7% | +7.6% | +3.7% |
| 30D | -23.3% | -29.1% | +5.8% | -11.3% |
| 3M | -42.6% | -16.7% | -25.9% | -38.5% |
| 6M | -33.6% | -11.6% | -22.0% | -31.2% |
| YTD | -52.4% | -23.9% | -28.5% | -47.6% |
| 1Y | -35.9% | -34.8% | -1.1% | -25.9% |
| 3Y | +642.2% | +62.1% | +580.1% | +542.1% |
| All | +335.7% | +43.3% | +292.4% | +335.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling