+27.0%
BROS vs ALC
-17.5%
+44.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +2.0% |
| 7D | -6.7% | -2.1% | -4.6% | -5.6% |
| 30D | -29.1% | -0.1% | -29.0% | -29.1% |
| 3M | -16.7% | +5.9% | -22.6% | -19.8% |
| 6M | -11.6% | -15.9% | +4.3% | -3.3% |
| YTD | -23.9% | -10.1% | -13.8% | -20.4% |
| 1Y | -34.8% | -10.2% | -24.6% | -31.9% |
| 3Y | +62.1% | -13.6% | +75.6% | +66.0% |
| All | +27.0% | -17.5% | +44.5% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling