+18.4%
BROS vs AMCR
-10.6%
+29.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.2% |
| 7D | -6.1% | -5.0% | -1.1% | -3.6% |
| 30D | -12.4% | -8.0% | -4.4% | -8.6% |
| 3M | -27.9% | +14.3% | -42.2% | -32.8% |
| 6M | -16.8% | +5.3% | -22.1% | -19.5% |
| YTD | -29.0% | +7.7% | -36.8% | -33.1% |
| 1Y | -33.2% | +10.8% | -44.0% | -38.1% |
| 3Y | +56.8% | +9.6% | +47.2% | +40.3% |
| All | +18.4% | -10.6% | +29.0% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling