+27.0%
BROS vs ALM
+825.4%
-798.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.5% | -2.5% |
| 7D | -21.2% | -6.7% | -14.6% | -20.7% |
| 30D | -11.6% | -32.9% | +21.3% | -9.2% |
| 3M | -36.7% | -39.5% | +2.8% | -34.8% |
| 6M | -42.8% | -62.0% | +19.2% | -39.6% |
| YTD | -44.8% | -7.8% | -37.0% | -44.9% |
| 1Y | -36.5% | +26.7% | -63.2% | -37.9% |
| 3Y | +27.0% | +825.4% | -798.4% | +13.6% |
| All | +27.0% | +825.4% | -798.4% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling