-34.8%
BROS vs AGI
+17.6%
-52.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.1% |
| 7D | -6.7% | +0.6% | -7.3% | -6.8% |
| 30D | -29.1% | +18.2% | -47.3% | -31.2% |
| 3M | -16.7% | -4.1% | -12.6% | -16.6% |
| 6M | -11.6% | -28.7% | +17.1% | -7.7% |
| YTD | -23.9% | -4.0% | -19.9% | -24.0% |
| 1Y | -34.8% | +17.4% | -52.2% | -36.8% |
| All | -34.8% | +17.6% | -52.4% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling