-37.7%
BROS vs ALM
+12.3%
-50.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.2% | +5.2% | -1.3% |
| 7D | -19.0% | -6.3% | -12.7% | -18.4% |
| 30D | -7.3% | -31.4% | +24.2% | -4.5% |
| 3M | -31.2% | -40.6% | +9.4% | -28.6% |
| 6M | -33.0% | -58.6% | +25.6% | -28.9% |
| YTD | -42.4% | -7.6% | -34.8% | -38.8% |
| 1Y | -37.7% | +13.8% | -51.6% | -33.0% |
| All | -37.7% | +12.3% | -50.0% | -33.0% |
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