+486.8%
ASX vs BROS
-43.5%
+530.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.5% | -8.5% | -3.4% |
| 7D | +12.4% | +6.3% | +6.1% | +11.0% |
| 30D | -19.8% | -8.3% | -11.5% | -17.9% |
| 3M | -10.3% | -29.8% | +19.5% | -3.9% |
| 6M | +1.2% | -25.8% | +27.1% | +5.9% |
| YTD | +123.0% | -41.4% | +164.4% | +142.6% |
| 1Y | +145.4% | -35.2% | +180.6% | +161.0% |
| 3Y | +368.6% | +32.8% | +335.9% | +313.0% |
| All | +486.8% | -43.5% | +530.3% | +455.3% |
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