+36.3%
BAX vs BRO
-8.1%
+44.4%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -0.8% |
| 7D | -5.1% | -7.6% | +2.6% | -1.6% |
| 30D | -12.2% | -6.9% | -5.3% | -9.3% |
| 3M | +21.8% | +12.8% | +9.0% | +14.5% |
| 6M | +36.3% | -5.9% | +42.2% | +30.0% |
| All | +36.3% | -8.1% | +44.4% | +30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling