-20.3%
BROS vs AME
+21.1%
-41.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.6% | +3.6% |
| 7D | +2.5% | -4.4% | +6.9% | +5.0% |
| 30D | +15.1% | -5.9% | +21.0% | +18.9% |
| 3M | -31.4% | -6.5% | -24.8% | -28.7% |
| 6M | -22.6% | +3.2% | -25.8% | -25.8% |
| YTD | -28.1% | +16.0% | -44.1% | -39.2% |
| 1Y | -20.3% | +20.4% | -40.7% | -36.5% |
| All | -20.3% | +21.1% | -41.4% | -36.5% |
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