-56.8%
ALB vs BROS
+3.7%
-60.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.5% |
| 7D | -3.6% | -2.5% | -1.1% | -3.2% |
| 30D | -2.9% | -11.2% | +8.4% | -1.8% |
| 3M | -25.8% | -33.9% | +8.1% | -21.0% |
| 6M | -53.6% | -33.5% | -20.1% | -51.3% |
| YTD | -32.4% | -44.9% | +12.6% | -27.2% |
| 1Y | -13.0% | -41.5% | +28.5% | -7.7% |
| 3Y | -15.0% | +22.4% | -37.4% | -26.1% |
| 5Y | -63.5% | -45.7% | -17.8% | -66.6% |
| All | -56.8% | +3.7% | -60.6% | -59.7% |
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