-8.7%
AS vs BRO
+31.1%
-39.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.3% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | +3.9% | +11.3% | -7.4% | +1.3% |
| 3M | -9.6% | +0.7% | -10.3% | -10.2% |
| 6M | -8.7% | +32.9% | -41.6% | -10.0% |
| All | -8.7% | +31.1% | -39.8% | -10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling