+361.3%
BRO vs ALM
+7,261.5%
-6,900.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.6% | +9.3% | -0.3% |
| 7D | -8.6% | -7.1% | -1.5% | -8.6% |
| 30D | -6.9% | +24.7% | -31.6% | -7.0% |
| 3M | +10.5% | +8.3% | +2.2% | +10.5% |
| 6M | -2.8% | -22.2% | +19.4% | -2.8% |
| YTD | -16.1% | +88.1% | -104.2% | -16.2% |
| 1Y | -27.6% | +272.4% | -300.0% | -27.7% |
| 3Y | -7.3% | +2,004.1% | -2,011.4% | -7.6% |
| 5Y | +19.0% | +915.8% | -896.8% | +18.6% |
| 10Y | +292.7% | +2,776.7% | -2,484.0% | +291.0% |
| All | +361.3% | +7,261.5% | -6,900.2% | +357.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling