-34.8%
BROS vs AME
+29.8%
-64.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -0.2% |
| 7D | -6.7% | +0.6% | -7.3% | -7.0% |
| 30D | -29.1% | -6.7% | -22.4% | -26.0% |
| 3M | -16.7% | +4.1% | -20.8% | -19.4% |
| 6M | -11.6% | +1.6% | -13.2% | -14.1% |
| YTD | -23.9% | +16.1% | -40.1% | -30.4% |
| 1Y | -34.8% | +27.3% | -62.1% | -42.8% |
| All | -34.8% | +29.8% | -64.6% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling