-34.8%
BROS vs ALM
+318.3%
-353.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -6.7% | -2.6% | -4.1% | -6.5% |
| 30D | -29.1% | +32.0% | -61.1% | -30.6% |
| 3M | -16.7% | -15.0% | -1.7% | -16.4% |
| 6M | -11.6% | -10.1% | -1.5% | -11.9% |
| YTD | -23.9% | +99.4% | -123.3% | -25.2% |
| 1Y | -34.8% | +316.4% | -351.1% | -36.8% |
| All | -34.8% | +318.3% | -353.1% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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