-33.2%
BROS vs ALLY
+5.1%
-38.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.9% |
| 7D | -6.1% | -3.3% | -2.8% | -4.2% |
| 30D | -12.4% | -4.1% | -8.3% | -10.3% |
| 3M | -27.9% | +1.4% | -29.3% | -28.8% |
| 6M | -16.8% | +14.4% | -31.2% | -23.5% |
| YTD | -29.0% | -4.9% | -24.1% | -28.1% |
| 1Y | -33.2% | +5.5% | -38.7% | -38.9% |
| All | -33.2% | +5.1% | -38.3% | -38.9% |
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