+65.6%
BROS vs AME
+55.3%
+10.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.9% | +2.8% | -3.7% | -2.7% |
| 30D | -13.5% | -6.3% | -7.2% | -9.9% |
| 3M | -18.4% | +5.4% | -23.8% | -21.6% |
| 6M | -10.6% | +7.4% | -18.0% | -15.0% |
| YTD | -25.1% | +16.2% | -41.2% | -32.2% |
| 1Y | -28.6% | +26.8% | -55.5% | -39.1% |
| 3Y | +65.6% | +57.5% | +8.1% | +25.3% |
| All | +65.6% | +55.3% | +10.3% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling