-43.6%
BROS vs ALLE
+53.6%
-97.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | -20.4% | -0.8% | -19.6% | -19.7% |
| 30D | -6.1% | +27.4% | -33.4% | -17.5% |
| 3M | -29.4% | +13.8% | -43.2% | -34.1% |
| 6M | -31.5% | +45.5% | -77.0% | -44.6% |
| YTD | -42.8% | +21.4% | -64.2% | -49.3% |
| 1Y | -37.5% | +15.4% | -52.9% | -42.8% |
| 3Y | +27.2% | +91.7% | -64.5% | -18.9% |
| All | -43.6% | +53.6% | -97.1% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling