-3.8%
BROS vs ALM
+392.2%
-396.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.2% | +5.2% | -1.6% |
| 7D | -19.0% | -6.3% | -12.7% | -18.7% |
| 30D | -7.3% | -31.4% | +24.2% | -5.7% |
| 3M | -31.2% | -40.6% | +9.4% | -29.7% |
| 6M | -33.0% | -58.6% | +25.6% | -30.8% |
| YTD | -42.4% | -7.6% | -34.8% | -42.2% |
| 1Y | -37.7% | +13.8% | -51.6% | -38.0% |
| 3Y | +28.2% | +842.1% | -813.9% | +20.7% |
| 5Y | -43.4% | +407.4% | -450.8% | -49.5% |
| All | -3.8% | +392.2% | -396.0% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling