-7.6%
BRO vs ALLY
+64.5%
-72.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -8.6% | -3.3% | -5.3% | -8.3% |
| 30D | -6.9% | -4.1% | -2.9% | -6.5% |
| 3M | +10.5% | +1.4% | +9.1% | +10.2% |
| 6M | -2.8% | +14.4% | -17.1% | -4.3% |
| YTD | -16.1% | -4.9% | -11.2% | -15.9% |
| 1Y | -27.6% | +5.5% | -33.1% | -28.3% |
| All | -7.6% | +64.5% | -72.1% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling