+181.6%
ALLY vs BRKR
+155.3%
+26.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -3.8% | -8.7% | +4.9% | -0.8% |
| 30D | -4.9% | -9.9% | +4.9% | -1.8% |
| 3M | -2.6% | -3.1% | +0.5% | -4.3% |
| 6M | +15.7% | +45.5% | -29.8% | -4.4% |
| YTD | -5.2% | +13.7% | -18.8% | -14.7% |
| 1Y | +2.8% | +67.4% | -64.6% | -21.6% |
| 3Y | +63.4% | -13.2% | +76.6% | +50.1% |
| 5Y | -2.6% | -39.5% | +36.9% | +2.1% |
| All | +181.6% | +155.3% | +26.3% | +73.5% |
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