+285.2%
BRO vs ALLY
+189.7%
+95.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -7.3% | -3.8% | -3.5% | -6.5% |
| 30D | -6.9% | -4.9% | -1.9% | -5.8% |
| 3M | +10.7% | -2.6% | +13.3% | +11.1% |
| 6M | -2.7% | +15.7% | -18.4% | -6.5% |
| YTD | -16.3% | -5.2% | -11.2% | -15.9% |
| 1Y | -29.1% | +2.8% | -31.9% | -30.3% |
| 3Y | -7.8% | +63.4% | -71.3% | -22.1% |
| 5Y | +18.7% | -2.6% | +21.3% | +11.6% |
| All | +285.2% | +189.7% | +95.5% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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