+27.0%
BROS vs ALLE
+20.9%
+6.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.2% |
| 7D | -6.7% | -0.2% | -6.4% | -6.5% |
| 30D | -29.1% | -6.8% | -22.3% | -26.3% |
| 3M | -16.7% | +21.0% | -37.7% | -25.5% |
| 6M | -11.6% | +1.1% | -12.7% | -12.9% |
| YTD | -23.9% | -0.5% | -23.4% | -24.9% |
| 1Y | -34.8% | -7.3% | -27.5% | -33.0% |
| 3Y | +62.1% | +42.3% | +19.8% | +23.7% |
| All | +27.0% | +20.9% | +6.1% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling