+114.1%
AS vs BRO
-10.0%
+124.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -2.3% |
| 7D | -2.6% | -5.4% | +2.8% | -1.9% |
| 30D | -22.1% | -4.3% | -17.8% | -21.7% |
| 3M | -15.3% | +17.8% | -33.1% | -16.9% |
| 6M | -15.6% | -6.8% | -8.8% | -14.7% |
| YTD | -23.2% | -13.8% | -9.4% | -21.1% |
| 1Y | -21.7% | -27.8% | +6.1% | -15.9% |
| All | +114.1% | -10.0% | +124.1% | +146.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling