-3.8%
BROS vs ALLE
+46.4%
-50.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -19.0% | +0.1% | -19.1% | -18.7% |
| 30D | -7.3% | +25.9% | -33.2% | -18.0% |
| 3M | -31.2% | +14.9% | -46.1% | -36.1% |
| 6M | -33.0% | +42.1% | -75.2% | -45.1% |
| YTD | -42.4% | +20.4% | -62.7% | -48.6% |
| 1Y | -37.7% | +14.9% | -52.6% | -42.9% |
| 3Y | +28.2% | +90.1% | -61.9% | -17.5% |
| 5Y | -43.4% | +53.0% | -96.3% | -60.7% |
| All | -3.8% | +46.4% | -50.1% | -28.7% |
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