+22.6%
BROS vs ALM
+1,008.4%
-985.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.1% | +2.1% | -1.8% |
| 7D | -6.6% | +3.6% | -10.2% | -6.8% |
| 30D | -12.3% | +33.8% | -46.1% | -13.6% |
| 3M | -22.2% | +14.8% | -37.0% | -23.0% |
| 6M | -14.3% | -7.0% | -7.3% | -14.7% |
| YTD | -26.6% | +108.1% | -134.6% | -28.9% |
| 1Y | -31.5% | +313.8% | -345.3% | -35.4% |
| 3Y | +62.3% | +2,227.6% | -2,165.4% | +47.6% |
| All | +22.6% | +1,008.4% | -985.8% | +2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling