+25.1%
BROS vs AME
+86.8%
-61.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.9% | +2.8% | -3.7% | -3.1% |
| 30D | -13.5% | -6.3% | -7.2% | -9.0% |
| 3M | -18.4% | +5.4% | -23.8% | -22.3% |
| 6M | -10.6% | +7.4% | -18.0% | -16.1% |
| YTD | -25.1% | +16.2% | -41.2% | -34.1% |
| 1Y | -28.6% | +26.8% | -55.5% | -41.8% |
| 3Y | +65.6% | +57.5% | +8.1% | +8.3% |
| All | +25.1% | +86.8% | -61.7% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling