+14.1%
AGG vs BRKR
+155.3%
-141.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | -0.1% |
| 7D | -1.1% | -8.7% | +7.6% | -1.0% |
| 30D | -1.1% | -9.9% | +8.7% | -1.0% |
| 3M | -1.9% | -3.1% | +1.2% | -2.0% |
| 6M | -1.7% | +45.5% | -47.2% | -2.3% |
| YTD | -1.3% | +13.7% | -15.0% | -1.6% |
| 1Y | -0.7% | +67.4% | -68.2% | -1.5% |
| 3Y | +12.5% | -13.2% | +25.7% | +12.2% |
| 5Y | -2.5% | -39.5% | +37.0% | -2.9% |
| All | +14.1% | +155.3% | -141.2% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling