-28.0%
ALK vs BRKR
-39.7%
+11.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.7% |
| 7D | -2.1% | -8.7% | +6.6% | +0.5% |
| 30D | -13.1% | -9.9% | -3.3% | -10.7% |
| 3M | -11.8% | -3.1% | -8.7% | -13.3% |
| 6M | -0.4% | +45.5% | -45.9% | -15.6% |
| YTD | -18.2% | +13.7% | -31.9% | -25.5% |
| 1Y | -35.5% | +67.4% | -103.0% | -48.8% |
| 3Y | +1.8% | -13.2% | +15.0% | -6.3% |
| All | -28.0% | -39.7% | +11.8% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling