+65.2%
ALAB vs BROS
-35.3%
+100.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.7% | +9.0% | +9.6% |
| 7D | +7.2% | -6.7% | +13.9% | +9.0% |
| 30D | -2.5% | -29.1% | +26.5% | +5.0% |
| 3M | -13.3% | -16.7% | +3.4% | -12.8% |
| 6M | +172.8% | -11.6% | +184.4% | +166.0% |
| YTD | +86.6% | -23.9% | +110.5% | +86.1% |
| 1Y | +65.2% | -34.8% | +99.9% | +67.2% |
| All | +65.2% | -35.3% | +100.5% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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