+93.5%
AMCR vs BRKR
+263.1%
-169.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -6.3% | -8.7% | +2.4% | -4.7% |
| 30D | -7.8% | -9.9% | +2.1% | -6.1% |
| 3M | +7.5% | -3.1% | +10.6% | +6.9% |
| 6M | +2.7% | +45.5% | -42.8% | -6.2% |
| YTD | +6.0% | +13.7% | -7.7% | +0.9% |
| 1Y | +7.8% | +67.4% | -59.6% | -5.1% |
| 3Y | +5.8% | -13.2% | +19.0% | +1.8% |
| 5Y | -11.6% | -39.5% | +27.9% | -11.0% |
| 10Y | +14.6% | +153.5% | -138.8% | +1.1% |
| All | +93.5% | +263.1% | -169.6% | +73.2% |
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