+27.0%
BROS vs ALM
+962.4%
-935.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -6.7% | -2.6% | -4.1% | -6.6% |
| 30D | -29.1% | +32.0% | -61.1% | -30.1% |
| 3M | -16.7% | -15.0% | -1.7% | -16.5% |
| 6M | -11.6% | -10.1% | -1.5% | -11.9% |
| YTD | -23.9% | +99.4% | -123.3% | -26.2% |
| 1Y | -34.8% | +316.4% | -351.1% | -38.5% |
| 3Y | +62.1% | +2,022.0% | -1,959.9% | +47.7% |
| All | +27.0% | +962.4% | -935.4% | +6.6% |
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 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