-2.1%
BROS vs AME
+90.5%
-92.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.1% | +6.1% |
| 7D | +6.3% | +5.9% | +0.4% | +1.7% |
| 30D | -8.3% | -1.9% | -6.4% | -6.6% |
| 3M | -29.8% | -5.4% | -24.4% | -26.7% |
| 6M | -25.8% | +4.9% | -30.8% | -29.2% |
| YTD | -41.4% | +18.5% | -59.8% | -49.2% |
| 1Y | -35.2% | +25.5% | -60.6% | -46.4% |
| 3Y | +32.8% | +63.0% | -30.3% | -15.5% |
| 5Y | -42.2% | +78.3% | -120.5% | -69.4% |
| All | -2.1% | +90.5% | -92.6% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling