-45.7%
BROS vs ALK
-31.3%
-14.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.8% | +1.1% | -1.3% |
| 7D | -2.5% | +0.9% | -3.4% | -2.9% |
| 30D | -11.2% | +3.3% | -14.5% | -13.0% |
| 3M | -33.9% | -17.6% | -16.4% | -27.7% |
| 6M | -33.5% | +0.8% | -34.3% | -35.8% |
| YTD | -44.9% | -22.4% | -22.6% | -40.2% |
| 1Y | -41.5% | -10.1% | -31.4% | -41.8% |
| 3Y | +22.4% | +14.0% | +8.5% | -9.3% |
| 5Y | -45.7% | -29.8% | -15.9% | -42.8% |
| All | -45.7% | -31.3% | -14.4% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling