-7.9%
BROS vs AR
+115.5%
-123.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -21.2% | -14.3% | -7.0% | -19.0% |
| 30D | -11.6% | +1.4% | -13.0% | -11.8% |
| 3M | -36.7% | +3.4% | -40.1% | -37.3% |
| 6M | -42.8% | -2.1% | -40.8% | -43.1% |
| YTD | -44.8% | +4.7% | -49.5% | -46.4% |
| 1Y | -36.5% | +10.6% | -47.1% | -39.4% |
| 3Y | +27.0% | +24.6% | +2.4% | +16.4% |
| 5Y | -50.3% | +71.9% | -122.2% | -56.7% |
| All | -7.9% | +115.5% | -123.5% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling