+358.7%
ALAB vs BKR
+88.8%
+269.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -6.7% | +1.3% | -1.0% |
| 7D | +0.6% | -6.7% | +7.3% | +5.2% |
| 30D | -8.8% | -8.3% | -0.5% | -3.7% |
| 3M | -14.0% | -5.4% | -8.6% | -11.4% |
| 6M | +144.3% | +0.8% | +143.5% | +143.0% |
| YTD | +71.0% | +31.8% | +39.2% | +39.2% |
| 1Y | +23.5% | +28.6% | -5.1% | +1.7% |
| All | +358.7% | +88.8% | +269.9% | +205.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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