-20.3%
BROS vs AR
+14.7%
-35.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.3% | +7.2% | -0.2% |
| 7D | +2.5% | -11.1% | +13.6% | +0.3% |
| 30D | +15.1% | +7.9% | +7.2% | +16.8% |
| 3M | -31.4% | +4.9% | -36.3% | -30.4% |
| 6M | -22.6% | -5.3% | -17.3% | -22.3% |
| YTD | -28.1% | +8.6% | -36.8% | -27.3% |
| 1Y | -20.3% | +13.7% | -33.9% | -19.4% |
| All | -20.3% | +14.7% | -35.0% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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