-19.1%
BA vs BROS
+3.9%
-23.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.9% |
| 7D | +1.1% | -21.2% | +22.3% | +4.6% |
| 30D | -7.9% | -11.6% | +3.6% | -6.6% |
| 3M | -25.3% | -36.7% | +11.4% | -20.1% |
| 6M | -24.6% | -42.8% | +18.2% | -18.7% |
| YTD | -20.1% | -44.8% | +24.7% | -13.9% |
| 1Y | -11.8% | -36.5% | +24.8% | -7.3% |
| 3Y | -10.1% | +27.0% | -37.1% | -19.0% |
| 5Y | -22.7% | -50.3% | +27.6% | -27.3% |
| All | -19.1% | +3.9% | -23.0% | -22.5% |
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