+25.1%
BROS vs AMCR
-10.6%
+35.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.6% |
| 7D | -0.9% | -1.8% | +0.9% | +0.1% |
| 30D | -13.5% | -6.0% | -7.4% | -10.7% |
| 3M | -18.4% | +18.9% | -37.4% | -25.5% |
| 6M | -10.6% | +5.7% | -16.2% | -13.7% |
| YTD | -25.1% | +11.1% | -36.2% | -30.5% |
| 1Y | -28.6% | +12.7% | -41.4% | -34.4% |
| 3Y | +65.6% | +9.6% | +56.0% | +48.4% |
| All | +25.1% | -10.6% | +35.6% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling