+25.0%
ALAB vs BRO
-27.7%
+52.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.1% |
| 7D | -6.2% | -7.3% | +1.1% | -13.5% |
| 30D | -8.7% | -6.9% | -1.8% | -14.7% |
| 3M | -20.7% | +10.7% | -31.4% | -10.9% |
| 6M | +133.5% | -2.7% | +136.2% | +150.6% |
| YTD | +75.1% | -16.3% | +91.4% | +71.3% |
| 1Y | +25.0% | -29.1% | +54.1% | +13.4% |
| All | +25.0% | -27.7% | +52.8% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling