+22.6%
BROS vs AUR
-34.3%
+56.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -6.6% | +11.1% | -17.7% | -8.8% |
| 30D | -12.3% | -6.9% | -5.5% | -11.4% |
| 3M | -22.2% | +5.5% | -27.7% | -24.0% |
| 6M | -14.3% | +41.0% | -55.3% | -22.9% |
| YTD | -26.6% | +69.3% | -95.8% | -36.9% |
| 1Y | -31.5% | +14.0% | -45.5% | -36.3% |
| 3Y | +62.3% | +90.1% | -27.8% | +18.2% |
| All | +22.6% | -34.3% | +56.9% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling