+1,769.1%
BA vs BRO
+25,667.1%
-23,898.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.5% |
| 7D | -1.2% | -7.6% | +6.5% | +0.6% |
| 30D | -11.3% | -6.9% | -4.5% | -9.9% |
| 3M | -3.8% | +12.8% | -16.6% | -6.8% |
| 6M | -8.3% | -5.9% | -2.4% | -7.7% |
| YTD | -4.9% | -15.9% | +11.0% | -2.0% |
| 1Y | -10.1% | -28.1% | +18.1% | -4.1% |
| 3Y | -2.3% | -7.0% | +4.7% | -2.6% |
| 5Y | -3.5% | +18.0% | -21.5% | -9.3% |
| 10Y | +74.6% | +293.9% | -219.4% | +32.9% |
| All | +1,769.1% | +25,667.1% | -23,898.0% | +1,040.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling