+19.0%
BRO vs ALK
-31.3%
+50.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -8.6% | -3.1% | -5.5% | -8.2% |
| 30D | -6.9% | -17.1% | +10.2% | -4.9% |
| 3M | +10.5% | -3.8% | +14.2% | +10.5% |
| 6M | -2.8% | -5.3% | +2.5% | -3.1% |
| YTD | -16.1% | -20.3% | +4.1% | -14.9% |
| 1Y | -27.6% | -36.0% | +8.4% | -24.3% |
| 3Y | -7.3% | +0.8% | -8.0% | -13.9% |
| 5Y | +19.0% | -28.5% | +47.5% | +16.8% |
| All | +19.0% | -31.3% | +50.3% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling