+22.1%
ALNY vs BROS
+59.1%
-37.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | -6.5% | -5.8% | -0.8% | -6.1% |
| 30D | +11.0% | -14.0% | +25.0% | +12.3% |
| 3M | -14.1% | -32.5% | +18.4% | -11.8% |
| 6M | -22.4% | -14.9% | -7.5% | -22.1% |
| YTD | -37.5% | -28.3% | -9.2% | -36.4% |
| 1Y | -46.9% | -34.0% | -12.9% | -45.8% |
| 3Y | +22.1% | +63.0% | -40.9% | +12.3% |
| All | +22.1% | +59.1% | -37.0% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling