+71.6%
BROS vs AS
+120.4%
-48.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.8% | -0.6% |
| 7D | -6.7% | -4.9% | -1.8% | -5.0% |
| 30D | -29.1% | -19.6% | -9.5% | -23.2% |
| 3M | -16.7% | -14.4% | -2.3% | -12.0% |
| 6M | -11.6% | -20.1% | +8.5% | -4.6% |
| YTD | -23.9% | -20.9% | -3.0% | -17.7% |
| 1Y | -34.8% | -21.9% | -12.9% | -29.6% |
| All | +71.6% | +120.4% | -48.8% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling