+63.0%
BROS vs AU
+577.5%
-514.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +1.0% |
| 7D | -5.8% | -4.3% | -1.5% | -5.2% |
| 30D | -14.0% | +7.3% | -21.3% | -14.8% |
| 3M | -32.5% | +26.3% | -58.8% | -34.7% |
| 6M | -14.9% | +1.8% | -16.7% | -16.2% |
| YTD | -28.3% | +26.8% | -55.1% | -30.8% |
| 1Y | -34.0% | +66.7% | -100.7% | -37.9% |
| 3Y | +63.0% | +579.1% | -516.1% | +12.5% |
| All | +63.0% | +577.5% | -514.5% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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