+19.7%
BROS vs AGI
+382.5%
-362.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | -5.8% | -2.7% | -3.0% | -5.3% |
| 30D | -14.0% | +7.2% | -21.2% | -15.1% |
| 3M | -32.5% | +4.3% | -36.8% | -33.3% |
| 6M | -14.9% | -27.1% | +12.2% | -11.0% |
| YTD | -28.3% | -6.6% | -21.7% | -28.5% |
| 1Y | -34.0% | +9.5% | -43.5% | -36.3% |
| 3Y | +63.0% | +208.4% | -145.5% | +24.3% |
| All | +19.7% | +382.5% | -362.8% | -11.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling