-20.5%
BRO vs AMDL
+115.6%
-136.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.4% | -0.6% |
| 7D | -8.6% | +20.7% | -29.3% | -7.8% |
| 30D | -6.9% | +9.4% | -16.4% | -6.4% |
| 3M | +10.5% | +5.6% | +4.8% | +11.6% |
| 6M | -2.8% | +340.3% | -343.0% | 0.0% |
| YTD | -16.1% | +253.6% | -269.8% | -14.0% |
| 1Y | -27.6% | +443.4% | -471.0% | -26.4% |
| All | -20.5% | +115.6% | -136.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling