+678.6%
AU vs BRO
+17.6%
+661.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.3% | -7.3% | +3.1% | -3.9% |
| 30D | +7.3% | -6.9% | +14.2% | +7.7% |
| 3M | +26.3% | +10.7% | +15.7% | +25.3% |
| 6M | +1.8% | -2.7% | +4.5% | +2.1% |
| YTD | +26.8% | -16.3% | +43.1% | +29.4% |
| 1Y | +66.7% | -29.1% | +95.8% | +73.9% |
| 3Y | +579.1% | -7.8% | +586.9% | +585.0% |
| All | +678.6% | +17.6% | +661.0% | +646.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling