+249.6%
ALAB vs BROS
+6.4%
+243.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +6.6% | +7.1% | +12.0% |
| 7D | -5.6% | -17.9% | +12.3% | -0.2% |
| 30D | -36.6% | -5.4% | -31.3% | -35.2% |
| 3M | -35.1% | -32.1% | -3.0% | -28.7% |
| 6M | +8.5% | -31.7% | +40.2% | +16.6% |
| YTD | +30.4% | -41.2% | +71.5% | +44.5% |
| 1Y | +31.0% | -32.6% | +63.7% | +40.7% |
| All | +249.6% | +6.4% | +243.2% | +312.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling