+13.7%
AR vs BRO
-3.8%
+17.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.2% | -10.4% | -6.2% |
| 7D | -11.1% | +12.2% | -23.3% | -11.3% |
| 30D | +7.9% | +21.3% | -13.4% | +7.3% |
| 3M | +4.9% | +4.1% | +0.8% | +4.7% |
| 6M | -5.3% | +28.9% | -34.2% | -5.4% |
| YTD | +8.6% | -6.6% | +15.2% | +7.6% |
| 1Y | +13.7% | -5.6% | +19.2% | +13.8% |
| All | +13.7% | -3.8% | +17.5% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling