-20.7%
BRO vs AMDL
+126.1%
-146.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | 0.0% |
| 7D | -7.3% | +15.9% | -23.2% | -6.7% |
| 30D | -6.9% | +10.5% | -17.3% | -6.2% |
| 3M | +10.7% | -4.7% | +15.4% | +11.7% |
| 6M | -2.7% | +355.2% | -357.9% | +0.2% |
| YTD | -16.3% | +270.9% | -287.2% | -14.0% |
| 1Y | -29.1% | +499.5% | -528.6% | -27.8% |
| All | -20.7% | +126.1% | -146.8% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 10y: compounded portfolio wealth divided by compounded AMDL 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…
10y analysis · Full analysis span regression · 6 months rolling