-37.5%
BROS vs AS
+2.8%
-40.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | +0.4% |
| 7D | -20.4% | -3.0% | -17.4% | -18.9% |
| 30D | -6.1% | +9.6% | -15.6% | -9.6% |
| 3M | -29.4% | -8.2% | -21.2% | -26.4% |
| 6M | -31.5% | -9.9% | -21.6% | -28.0% |
| YTD | -42.8% | -16.8% | -26.0% | -39.6% |
| 1Y | -37.5% | +3.0% | -40.5% | -33.3% |
| All | -37.5% | +2.8% | -40.3% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling