-2.9%
BA vs BRO
-7.4%
+4.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -2.7% | -8.6% | +5.9% | -1.5% |
| 30D | -12.2% | -6.9% | -5.3% | -11.4% |
| 3M | -2.0% | +10.5% | -12.5% | -3.7% |
| 6M | -6.0% | -2.8% | -3.2% | -5.5% |
| YTD | -5.7% | -16.1% | +10.5% | -2.6% |
| 1Y | -10.0% | -27.6% | +17.6% | -4.0% |
| All | -2.9% | -7.4% | +4.5% | +7.2% |
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 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