-4.6%
BROS vs AME
+88.6%
-93.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.3% |
| 7D | -20.4% | +1.1% | -21.5% | -20.3% |
| 30D | -6.1% | -4.1% | -2.0% | -2.6% |
| 3M | -29.4% | -6.3% | -23.0% | -25.6% |
| 6M | -31.5% | +3.5% | -35.1% | -33.9% |
| YTD | -42.8% | +17.3% | -60.1% | -50.1% |
| 1Y | -37.5% | +22.0% | -59.5% | -47.1% |
| 3Y | +27.2% | +62.0% | -34.8% | -18.8% |
| 5Y | -47.0% | +78.5% | -125.4% | -71.7% |
| All | -4.6% | +88.6% | -93.1% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling