-36.5%
BROS vs ALLE
+13.1%
-49.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | -21.2% | -0.6% | -20.7% | -20.6% |
| 30D | -11.6% | +25.3% | -36.9% | -18.4% |
| 3M | -36.7% | +10.3% | -47.0% | -38.7% |
| 6M | -42.8% | +38.0% | -80.9% | -49.8% |
| YTD | -44.8% | +17.8% | -62.6% | -50.6% |
| 1Y | -36.5% | +13.6% | -50.1% | -39.6% |
| All | -36.5% | +13.1% | -49.7% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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