+383.5%
BRO vs ALLY
+117.4%
+266.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.3% | -1.2% | -3.8% |
| 7D | -5.4% | +1.0% | -6.4% | -5.6% |
| 30D | -4.3% | -3.3% | -1.0% | -3.6% |
| 3M | +17.8% | +0.5% | +17.4% | +17.4% |
| 6M | -6.8% | +12.6% | -19.3% | -9.8% |
| YTD | -13.8% | -4.7% | -9.1% | -13.4% |
| 1Y | -27.8% | +5.2% | -33.0% | -29.4% |
| 3Y | -4.7% | +66.5% | -71.2% | -19.8% |
| 5Y | +20.6% | +0.2% | +20.4% | +12.3% |
| 10Y | +293.7% | +180.8% | +113.0% | +153.5% |
| All | +383.5% | +117.4% | +266.1% | +234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling