+369.5%
ALAB vs BKR
+87.7%
+281.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +2.7% |
| 7D | -6.2% | -7.0% | +0.8% | -1.7% |
| 30D | -8.7% | -8.1% | -0.5% | -3.7% |
| 3M | -20.7% | -6.6% | -14.1% | -17.7% |
| 6M | +133.5% | +0.9% | +132.7% | +132.3% |
| YTD | +75.1% | +31.1% | +44.0% | +43.0% |
| 1Y | +25.0% | +27.7% | -2.7% | +3.5% |
| All | +369.5% | +87.7% | +281.8% | +213.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling