-4.6%
BROS vs ALLY
-12.1%
+7.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.7% |
| 7D | -20.4% | -2.8% | -17.6% | -19.0% |
| 30D | -6.1% | +1.9% | -8.0% | -6.9% |
| 3M | -29.4% | -12.1% | -17.3% | -24.3% |
| 6M | -31.5% | -9.0% | -22.5% | -28.2% |
| YTD | -42.8% | -12.9% | -29.9% | -38.7% |
| 1Y | -37.5% | -0.1% | -37.4% | -37.7% |
| 3Y | +27.2% | +64.6% | -37.4% | -8.7% |
| 5Y | -47.0% | -10.1% | -36.9% | -50.8% |
| All | -4.6% | -12.1% | +7.5% | -11.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling