-36.5%
BROS vs ALK
-4.9%
-31.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +7.1% | -0.5% | +4.0% |
| 7D | -17.9% | +8.9% | -26.8% | -20.2% |
| 30D | -5.4% | +5.9% | -11.3% | -7.3% |
| 3M | -32.1% | -16.5% | -15.5% | -27.7% |
| 6M | -31.7% | +2.1% | -33.8% | -33.6% |
| YTD | -41.2% | -17.1% | -24.1% | -37.4% |
| All | -36.5% | -4.9% | -31.6% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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