+27.0%
BROS vs ALC
+2.3%
+24.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -1.5% |
| 7D | -21.2% | +4.9% | -26.1% | -22.6% |
| 30D | -11.6% | +19.0% | -30.5% | -17.3% |
| 3M | -36.7% | +7.8% | -44.4% | -38.6% |
| 6M | -42.8% | +14.6% | -57.4% | -46.0% |
| YTD | -44.8% | -4.4% | -40.4% | -44.3% |
| 1Y | -36.5% | +1.4% | -37.9% | -37.4% |
| 3Y | +27.0% | +2.5% | +24.4% | +24.7% |
| All | +27.0% | +2.3% | +24.7% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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