-0.9%
BA vs BROS
+43.3%
-44.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | +1.2% | -6.7% | +7.8% | +2.3% |
| 30D | -11.6% | -29.1% | +17.4% | -6.9% |
| 3M | -2.4% | -16.7% | +14.3% | -0.3% |
| 6M | -6.6% | -11.6% | +5.0% | -6.0% |
| YTD | -2.2% | -23.9% | +21.7% | +0.6% |
| 1Y | -8.0% | -34.8% | +26.8% | -3.4% |
| 3Y | -5.0% | +62.1% | -67.1% | -17.3% |
| All | -0.9% | +43.3% | -44.2% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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