-50.2%
BROS vs AR
+71.8%
-122.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | -21.2% | -14.3% | -7.0% | -18.6% |
| 30D | -11.6% | +1.4% | -13.0% | -11.9% |
| 3M | -36.7% | +3.4% | -40.1% | -37.4% |
| 6M | -42.8% | -2.1% | -40.8% | -43.1% |
| YTD | -44.8% | +4.7% | -49.5% | -46.7% |
| 1Y | -36.5% | +10.6% | -47.1% | -39.8% |
| 3Y | +27.0% | +24.6% | +2.4% | +14.2% |
| All | -50.2% | +71.8% | -122.0% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling