-42.6%
BROS vs AR
+99.4%
-142.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.1% | +6.4% | +6.5% |
| 7D | +6.3% | +7.4% | -1.1% | +4.7% |
| 30D | -8.3% | +5.8% | -14.1% | -9.5% |
| 3M | -29.8% | +5.2% | -35.0% | -30.8% |
| 6M | -25.8% | +5.4% | -31.3% | -27.4% |
| YTD | -41.4% | +12.4% | -53.8% | -44.2% |
| 1Y | -35.2% | +12.8% | -48.0% | -38.5% |
| 3Y | +32.8% | +47.2% | -14.4% | +15.2% |
| All | -42.6% | +99.4% | -142.0% | -53.4% |
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 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