+137.0%
BRO vs ALC
+20.4%
+116.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | -7.6% | -5.3% | -2.4% | -5.8% |
| 30D | -6.9% | -7.1% | +0.2% | -4.3% |
| 3M | +12.8% | +0.8% | +12.0% | +12.4% |
| 6M | -5.9% | -16.0% | +10.1% | -0.3% |
| YTD | -15.9% | -12.7% | -3.1% | -12.4% |
| 1Y | -28.1% | -12.8% | -15.3% | -25.3% |
| 3Y | -7.0% | -15.8% | +8.8% | -4.8% |
| 5Y | +18.0% | -16.7% | +34.6% | +19.2% |
| All | +137.0% | +20.4% | +116.6% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling