+75.8%
ALB vs BROS
-30.1%
+105.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.7% |
| 7D | -8.6% | -6.6% | -2.0% | -8.3% |
| 30D | -4.0% | -12.3% | +8.3% | -3.4% |
| 3M | -17.4% | -22.2% | +4.8% | -17.4% |
| 6M | -25.4% | -14.3% | -11.1% | -26.7% |
| YTD | -10.5% | -26.6% | +16.0% | -9.9% |
| 1Y | +75.8% | -31.5% | +107.3% | +67.1% |
| All | +75.8% | -30.1% | +105.9% | +67.1% |
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