+27.3%
BROS vs AS
+133.7%
-106.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -2.3% | -19.1% | -20.6% |
| 7D | -21.4% | +7.1% | -28.5% | -23.2% |
| 30D | -11.5% | +12.8% | -24.3% | -15.2% |
| 3M | -47.4% | -14.7% | -32.6% | -44.2% |
| 6M | -39.5% | -9.9% | -29.6% | -37.2% |
| YTD | -43.5% | -16.1% | -27.4% | -40.2% |
| 1Y | -37.8% | +0.2% | -37.9% | -38.1% |
| All | +27.3% | +133.7% | -106.4% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling