-41.2%
ALB vs BROS
+41.2%
-82.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.9% |
| 7D | -4.4% | -0.9% | -3.5% | -4.2% |
| 30D | -1.2% | -13.5% | +12.3% | +1.4% |
| 3M | -13.3% | -18.4% | +5.1% | -11.2% |
| 6M | -19.8% | -10.6% | -9.2% | -20.0% |
| YTD | -7.9% | -25.1% | +17.1% | -5.2% |
| 1Y | +60.2% | -28.6% | +88.8% | +65.4% |
| 3Y | -26.4% | +65.6% | -92.0% | -38.8% |
| All | -41.2% | +41.2% | -82.4% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling