+24.4%
BROS vs AS
+134.9%
-110.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -21.2% | +6.9% | -28.2% | -23.0% |
| 30D | -11.6% | +16.0% | -27.5% | -16.1% |
| 3M | -36.7% | -12.8% | -23.8% | -33.5% |
| 6M | -42.8% | -15.4% | -27.4% | -39.3% |
| YTD | -44.8% | -15.7% | -29.1% | -41.7% |
| 1Y | -36.5% | +6.1% | -42.6% | -38.1% |
| All | +24.4% | +134.9% | -110.5% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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