-2.1%
BROS vs AGI
+284.3%
-286.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.6% |
| 7D | +6.3% | -10.1% | +16.4% | +8.3% |
| 30D | -8.3% | -6.5% | -1.8% | -7.7% |
| 3M | -29.8% | -12.8% | -17.0% | -28.5% |
| 6M | -25.8% | -34.3% | +8.5% | -21.1% |
| YTD | -41.4% | -25.6% | -15.7% | -39.5% |
| 1Y | -35.2% | -14.2% | -20.9% | -34.8% |
| 3Y | +32.8% | +127.3% | -94.5% | +6.6% |
| 5Y | -42.2% | +241.8% | -283.9% | -64.8% |
| All | -2.1% | +284.3% | -286.4% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling