-5.3%
BRO vs ALM
+44.8%
-50.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.3% | +4.5% |
| 7D | +12.4% | -6.4% | +18.8% | +12.0% |
| 30D | +21.6% | -35.0% | +56.6% | +19.2% |
| 3M | +4.3% | -33.8% | +38.1% | +2.6% |
| 6M | +29.2% | -55.0% | +84.2% | +26.3% |
| YTD | -6.4% | -0.2% | -6.1% | -7.9% |
| 1Y | -5.3% | +41.8% | -47.1% | -5.8% |
| All | -5.3% | +44.8% | -50.1% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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