+579.1%
AU vs BRO
-7.6%
+586.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.3% | -7.3% | +3.1% | -4.7% |
| 30D | +7.3% | -6.9% | +14.2% | +6.8% |
| 3M | +26.3% | +10.7% | +15.7% | +27.1% |
| 6M | +1.8% | -2.7% | +4.5% | +2.6% |
| YTD | +26.8% | -16.3% | +43.1% | +28.8% |
| 1Y | +66.7% | -29.1% | +95.8% | +71.7% |
| 3Y | +579.1% | -7.8% | +586.9% | +754.5% |
| All | +579.1% | -7.6% | +586.7% | +754.5% |
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 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