+285.2%
BRO vs ALM
+2,589.2%
-2,304.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.2% |
| 7D | -7.3% | -11.8% | +4.5% | -7.2% |
| 30D | -6.9% | +7.8% | -14.6% | -6.9% |
| 3M | +10.7% | -9.3% | +19.9% | +10.7% |
| 6M | -2.7% | -30.5% | +27.8% | -2.5% |
| YTD | -16.3% | +75.8% | -92.1% | -17.4% |
| 1Y | -29.1% | +241.2% | -270.3% | -30.8% |
| 3Y | -7.8% | +1,872.6% | -1,880.5% | -13.1% |
| 5Y | +18.7% | +849.6% | -830.8% | +12.7% |
| All | +285.2% | +2,589.2% | -2,304.0% | +254.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling