-3.8%
BROS vs ALLY
-13.5%
+9.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -0.8% |
| 7D | -19.0% | -0.7% | -18.4% | -18.6% |
| 30D | -7.3% | +1.1% | -8.4% | -7.7% |
| 3M | -31.2% | -13.2% | -18.0% | -25.8% |
| 6M | -33.0% | -13.5% | -19.6% | -27.8% |
| YTD | -42.4% | -14.3% | -28.1% | -37.7% |
| 1Y | -37.7% | -1.1% | -36.6% | -37.6% |
| 3Y | +28.2% | +62.0% | -33.8% | -7.2% |
| 5Y | -43.4% | -9.6% | -33.7% | -46.3% |
| All | -3.8% | -13.5% | +9.7% | -9.5% |
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