-31.5%
BROS vs AME
+26.4%
-57.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.6% |
| 7D | -6.6% | +1.3% | -7.9% | -7.4% |
| 30D | -12.3% | -6.6% | -5.8% | -8.7% |
| 3M | -22.2% | +3.0% | -25.2% | -24.2% |
| 6M | -14.3% | +5.3% | -19.6% | -18.0% |
| YTD | -26.6% | +15.4% | -42.0% | -32.6% |
| 1Y | -31.5% | +26.8% | -58.3% | -39.6% |
| All | -31.5% | +26.4% | -57.9% | -39.6% |
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