+63.0%
BROS vs AUR
+84.2%
-21.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | -5.8% | +1.4% | -7.2% | -6.0% |
| 30D | -14.0% | -6.4% | -7.6% | -13.2% |
| 3M | -32.5% | +7.7% | -40.2% | -34.2% |
| 6M | -14.9% | +44.5% | -59.4% | -23.4% |
| YTD | -28.3% | +67.4% | -95.7% | -37.7% |
| 1Y | -34.0% | +15.4% | -49.4% | -38.6% |
| 3Y | +63.0% | +94.8% | -31.9% | +24.8% |
| All | +63.0% | +84.2% | -21.3% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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