+256.5%
ALLE vs BRKR
+186.9%
+69.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -2.8% | -9.8% | +7.1% | +0.2% |
| 30D | -10.2% | -6.1% | -4.1% | -8.7% |
| 3M | +17.4% | -2.4% | +19.8% | +15.9% |
| 6M | +3.3% | +46.7% | -43.3% | -11.6% |
| YTD | -4.2% | +14.0% | -18.2% | -12.2% |
| 1Y | -10.5% | +76.5% | -87.1% | -29.8% |
| 3Y | +45.4% | -11.7% | +57.1% | +35.2% |
| 5Y | +11.9% | -39.3% | +51.3% | +16.7% |
| 10Y | +154.5% | +154.1% | +0.4% | +53.4% |
| All | +256.5% | +186.9% | +69.7% | +105.0% |
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 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