-44.2%
BROS vs AME
+76.7%
-120.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.2% | +2.4% | +3.3% |
| 7D | -17.9% | -1.5% | -16.4% | -16.4% |
| 30D | -5.4% | -4.2% | -1.2% | -1.8% |
| 3M | -32.1% | -5.9% | -26.1% | -28.7% |
| 6M | -31.7% | +2.8% | -34.5% | -33.8% |
| YTD | -41.2% | +16.6% | -57.7% | -48.5% |
| 1Y | -32.6% | +22.1% | -54.7% | -43.2% |
| 3Y | +32.7% | +64.7% | -32.0% | -18.0% |
| 5Y | -44.2% | +76.6% | -120.8% | -71.3% |
| All | -44.2% | +76.7% | -120.9% | -71.3% |
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 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