+64.4%
BROS vs ALLY
+63.1%
+1.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -6.7% | +3.7% | -10.3% | -8.3% |
| 30D | -29.1% | -2.3% | -26.8% | -28.2% |
| 3M | -16.7% | +3.8% | -20.5% | -18.4% |
| 6M | -11.6% | +9.7% | -21.3% | -15.7% |
| YTD | -23.9% | -1.4% | -22.5% | -23.8% |
| 1Y | -34.8% | +8.2% | -43.0% | -37.7% |
| All | +64.4% | +63.1% | +1.3% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling