+61.5%
ALB vs BROS
-35.3%
+96.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.2% | -4.5% |
| 7D | -8.1% | -6.7% | -1.4% | -7.9% |
| 30D | +6.3% | -29.1% | +35.3% | +6.9% |
| 3M | -23.6% | -16.7% | -6.9% | -24.1% |
| 6M | -24.6% | -11.6% | -13.0% | -25.9% |
| YTD | -10.3% | -23.9% | +13.6% | -10.5% |
| 1Y | +61.5% | -34.8% | +96.2% | +34.9% |
| All | +61.5% | -35.3% | +96.8% | +34.9% |
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