-11.6%
BROS vs AR
+6.9%
-18.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.5% |
| 7D | -6.7% | +2.5% | -9.2% | -5.8% |
| 30D | -29.1% | +14.8% | -43.9% | -25.3% |
| 3M | -16.7% | +6.2% | -22.9% | -13.5% |
| 6M | -11.6% | +4.3% | -15.9% | -8.9% |
| All | -11.6% | +6.9% | -18.5% | -8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling