+26,306.2%
BRO vs ALK
+810.8%
+25,495.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.1% | -1.4% | -4.1% |
| 7D | -5.4% | +0.1% | -5.5% | -5.4% |
| 30D | -4.3% | -18.5% | +14.1% | -1.4% |
| 3M | +17.8% | -3.6% | +21.4% | +17.8% |
| 6M | -6.8% | -3.7% | -3.1% | -7.5% |
| YTD | -13.8% | -19.0% | +5.2% | -12.6% |
| 1Y | -27.8% | -36.0% | +8.2% | -24.3% |
| 3Y | -4.7% | +2.3% | -7.0% | -10.3% |
| 5Y | +20.6% | -27.8% | +48.4% | +18.5% |
| 10Y | +293.7% | -39.0% | +332.7% | +272.5% |
| All | +26,306.2% | +810.8% | +25,495.4% | +16,584.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling