+672.3%
AU vs BRO
+294.2%
+378.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.3% | -7.3% | +3.1% | -3.5% |
| 30D | +7.3% | -6.9% | +14.2% | +8.1% |
| 3M | +26.3% | +10.7% | +15.7% | +24.5% |
| 6M | +1.8% | -2.7% | +4.5% | +1.8% |
| YTD | +26.8% | -16.3% | +43.1% | +29.4% |
| 1Y | +66.7% | -29.1% | +95.8% | +74.3% |
| 3Y | +579.1% | -7.8% | +586.9% | +578.5% |
| 5Y | +689.3% | +18.7% | +670.6% | +642.6% |
| All | +672.3% | +294.2% | +378.0% | +773.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling