+19.7%
BROS vs AMCR
-12.0%
+31.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.6% | +1.9% |
| 7D | -5.8% | -6.3% | +0.5% | -2.6% |
| 30D | -14.0% | -7.8% | -6.2% | -10.4% |
| 3M | -32.5% | +7.5% | -40.0% | -35.1% |
| 6M | -14.9% | +2.7% | -17.6% | -16.6% |
| YTD | -28.3% | +6.0% | -34.3% | -31.9% |
| 1Y | -34.0% | +7.8% | -41.8% | -37.9% |
| 3Y | +63.0% | +5.8% | +57.2% | +49.1% |
| All | +19.7% | -12.0% | +31.7% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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