-24.8%
AR vs BRO
+365.4%
-390.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.2% |
| 7D | -1.2% | -7.6% | +6.5% | +2.2% |
| 30D | +5.5% | -6.9% | +12.4% | +8.6% |
| 3M | +12.9% | +12.8% | +0.1% | +6.0% |
| 6M | +0.1% | -5.9% | +5.9% | +1.3% |
| YTD | +13.5% | -15.9% | +29.4% | +20.5% |
| 1Y | +21.6% | -28.1% | +49.7% | +38.5% |
| 3Y | +46.0% | -7.0% | +53.0% | +41.4% |
| 5Y | +143.7% | +18.0% | +125.7% | +99.3% |
| 10Y | +44.3% | +293.9% | -249.6% | -39.7% |
| All | -24.8% | +365.4% | -390.2% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling