+37.6%
ALNY vs BROS
+38.3%
-0.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.6% |
| 7D | -3.5% | -6.6% | +3.1% | -2.7% |
| 30D | +18.9% | -12.3% | +31.2% | +20.8% |
| 3M | -13.3% | -22.2% | +8.9% | -11.2% |
| 6M | -20.3% | -14.3% | -6.0% | -19.7% |
| YTD | -35.1% | -26.6% | -8.6% | -33.5% |
| 1Y | -46.5% | -31.5% | -15.0% | -44.8% |
| 3Y | +28.1% | +62.3% | -34.2% | +12.3% |
| All | +37.6% | +38.3% | -0.7% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling