+555.3%
ALK vs BRKR
+172.5%
+382.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.7% |
| 7D | -2.1% | -8.7% | +6.6% | -0.4% |
| 30D | -13.1% | -9.9% | -3.3% | -11.5% |
| 3M | -11.8% | -3.1% | -8.7% | -12.4% |
| 6M | -0.4% | +45.5% | -45.9% | -8.9% |
| YTD | -18.2% | +13.7% | -31.9% | -21.8% |
| 1Y | -35.5% | +67.4% | -103.0% | -43.1% |
| 3Y | +1.8% | -13.2% | +15.0% | -0.4% |
| 5Y | -26.6% | -39.5% | +12.9% | -24.3% |
| 10Y | -36.1% | +153.5% | -189.6% | -48.8% |
| All | +555.3% | +172.5% | +382.8% | +292.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling