-34.8%
BROS vs ALLY
+9.5%
-44.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -6.7% | +3.7% | -10.3% | -8.7% |
| 30D | -29.1% | -2.3% | -26.8% | -28.0% |
| 3M | -16.7% | +3.8% | -20.5% | -19.0% |
| 6M | -11.6% | +9.7% | -21.3% | -17.1% |
| YTD | -23.9% | -1.4% | -22.5% | -24.5% |
| 1Y | -34.8% | +8.2% | -43.0% | -40.9% |
| All | -34.8% | +9.5% | -44.3% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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