+135.8%
BRO vs ALC
+16.1%
+119.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -7.3% | -6.3% | -1.0% | -5.1% |
| 30D | -6.9% | -10.3% | +3.4% | -3.1% |
| 3M | +10.7% | -0.7% | +11.4% | +10.9% |
| 6M | -2.7% | -17.8% | +15.2% | +3.8% |
| YTD | -16.3% | -15.8% | -0.5% | -11.7% |
| 1Y | -29.1% | -16.7% | -12.4% | -25.1% |
| 3Y | -7.8% | -19.7% | +11.9% | -4.0% |
| 5Y | +18.7% | -19.8% | +38.5% | +21.7% |
| All | +135.8% | +16.1% | +119.6% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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