+73.9%
BROS vs ALM
+2,118.4%
-2,044.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -30.4% |
| 3M | -16.7% | -15.0% | -1.7% | -16.5% |
| 6M | -11.6% | -10.1% | -1.5% | -12.0% |
| YTD | -23.9% | +99.4% | -123.3% | -27.3% |
| 1Y | -34.8% | +316.4% | -351.1% | -40.3% |
| All | +73.9% | +2,118.4% | -2,044.5% | +45.1% |
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