+155.9%
ALLE vs BRKR
+155.3%
+0.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -2.4% | -8.7% | +6.3% | +0.2% |
| 30D | -7.7% | -9.9% | +2.2% | -5.0% |
| 3M | +15.2% | -3.1% | +18.2% | +13.8% |
| 6M | +5.4% | +45.5% | -40.1% | -9.8% |
| YTD | -2.9% | +13.7% | -16.6% | -11.0% |
| 1Y | -12.8% | +67.4% | -80.2% | -30.7% |
| 3Y | +47.2% | -13.2% | +60.4% | +37.6% |
| 5Y | +13.5% | -39.5% | +53.0% | +19.4% |
| All | +155.9% | +155.3% | +0.6% | +52.3% |
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