+61.0%
AA vs BRKR
+100.6%
-39.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | -0.7% | +2.5% | -3.2% | -1.2% |
| 30D | +5.0% | +11.5% | -6.5% | +2.8% |
| 3M | -35.8% | -2.4% | -33.5% | -36.5% |
| 6M | -18.4% | +52.3% | -70.7% | -29.2% |
| YTD | -5.5% | +24.5% | -30.0% | -11.9% |
| 1Y | +61.0% | +97.3% | -36.4% | +41.9% |
| All | +61.0% | +100.6% | -39.6% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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