-29.1%
BRO vs ALLY
+5.0%
-34.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -7.3% | -3.8% | -3.5% | -6.9% |
| 30D | -6.9% | -4.9% | -1.9% | -6.4% |
| 3M | +10.7% | -2.6% | +13.3% | +10.8% |
| 6M | -2.7% | +15.7% | -18.4% | -4.4% |
| YTD | -16.3% | -5.2% | -11.2% | -15.9% |
| 1Y | -29.1% | +2.8% | -31.9% | -30.2% |
| All | -29.1% | +5.0% | -34.1% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling