+285.2%
BRO vs ALK
-35.7%
+320.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.7% |
| 7D | -7.3% | -2.1% | -5.2% | -7.0% |
| 30D | -6.9% | -13.1% | +6.3% | -4.7% |
| 3M | +10.7% | -11.8% | +22.5% | +12.5% |
| 6M | -2.7% | -0.4% | -2.3% | -4.2% |
| YTD | -16.3% | -18.2% | +1.8% | -15.1% |
| 1Y | -29.1% | -35.5% | +6.5% | -25.0% |
| 3Y | -7.8% | +1.8% | -9.6% | -15.0% |
| 5Y | +18.7% | -26.6% | +45.4% | +15.3% |
| All | +285.2% | -35.7% | +320.9% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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