+2,877.1%
ALB vs BRO
+12,414.0%
-9,536.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -1.9% |
| 7D | -8.6% | -7.6% | -0.9% | -5.8% |
| 30D | -4.0% | -6.9% | +2.8% | -1.4% |
| 3M | -17.4% | +12.8% | -30.2% | -22.1% |
| 6M | -25.4% | -5.9% | -19.5% | -24.8% |
| YTD | -10.5% | -15.9% | +5.4% | -6.4% |
| 1Y | +75.8% | -28.1% | +104.0% | +94.7% |
| 3Y | -28.5% | -7.0% | -21.5% | -30.0% |
| 5Y | -45.1% | +18.0% | -63.1% | -51.8% |
| 10Y | +87.3% | +293.9% | -206.6% | +4.9% |
| All | +2,877.1% | +12,414.0% | -9,536.9% | +957.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling