-7.8%
BRO vs ALK
+3.1%
-10.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | -7.3% | -2.1% | -5.2% | -7.2% |
| 30D | -6.9% | -13.1% | +6.3% | -6.2% |
| 3M | +10.7% | -11.8% | +22.5% | +11.2% |
| 6M | -2.7% | -0.4% | -2.3% | -3.1% |
| YTD | -16.3% | -18.2% | +1.8% | -15.8% |
| 1Y | -29.1% | -35.5% | +6.5% | -27.5% |
| 3Y | -7.8% | +1.8% | -9.6% | -10.3% |
| All | -7.8% | +3.1% | -10.9% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling