-7.9%
BROS vs ALLY
-12.3%
+4.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -1.4% |
| 7D | -21.2% | +0.9% | -22.2% | -21.5% |
| 30D | -11.6% | +3.1% | -14.6% | -12.9% |
| 3M | -36.7% | -12.6% | -24.1% | -32.0% |
| 6M | -42.8% | -12.4% | -30.4% | -38.7% |
| YTD | -44.8% | -13.2% | -31.7% | -40.8% |
| 1Y | -36.5% | +1.8% | -38.4% | -37.4% |
| 3Y | +27.0% | +58.0% | -31.0% | -6.8% |
| 5Y | -50.3% | -8.4% | -41.9% | -53.3% |
| All | -7.9% | -12.3% | +4.4% | -14.1% |
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