+25.1%
BROS vs AGI
+389.1%
-364.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.3% |
| 7D | -0.9% | +4.4% | -5.3% | -1.7% |
| 30D | -13.5% | +10.0% | -23.4% | -15.0% |
| 3M | -18.4% | +1.7% | -20.2% | -19.1% |
| 6M | -10.6% | -26.8% | +16.2% | -6.5% |
| YTD | -25.1% | -5.3% | -19.7% | -25.5% |
| 1Y | -28.6% | +11.5% | -40.1% | -31.4% |
| 3Y | +65.6% | +212.9% | -147.4% | +25.9% |
| All | +25.1% | +389.1% | -364.0% | -8.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling