+27.0%
BROS vs BAH
+0.6%
+26.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -6.7% | -3.2% | -3.4% | -6.2% |
| 30D | -29.1% | +2.0% | -31.1% | -29.5% |
| 3M | -16.7% | -7.6% | -9.1% | -15.9% |
| 6M | -11.6% | -5.7% | -5.9% | -11.7% |
| YTD | -23.9% | -11.7% | -12.2% | -23.0% |
| 1Y | -34.8% | -27.4% | -7.4% | -31.6% |
| 3Y | +62.1% | -32.5% | +94.6% | +58.3% |
| All | +27.0% | +0.6% | +26.4% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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