+24.7%
BROS vs AR
+48.5%
-23.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -3.9% |
| 7D | -2.5% | +6.4% | -8.9% | -3.4% |
| 30D | -11.2% | +3.1% | -14.4% | -11.7% |
| 3M | -33.9% | +3.3% | -37.2% | -34.4% |
| 6M | -33.5% | +6.6% | -40.0% | -34.5% |
| YTD | -44.9% | +12.3% | -57.3% | -47.1% |
| 1Y | -41.5% | +12.3% | -53.8% | -44.0% |
| All | +24.7% | +48.5% | -23.8% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling