+453.4%
AMT vs BRKR
+172.5%
+281.0%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.1% | +2.9% |
| 7D | +1.1% | -8.7% | +9.8% | +2.6% |
| 30D | +4.4% | -9.9% | +14.2% | +5.9% |
| 3M | -5.2% | -3.1% | -2.1% | -6.0% |
| 6M | -0.8% | +45.5% | -46.3% | -9.0% |
| YTD | +3.3% | +13.7% | -10.4% | -1.8% |
| 1Y | -6.0% | +67.4% | -73.4% | -16.9% |
| 3Y | +9.6% | -13.2% | +22.8% | +4.8% |
| 5Y | -29.2% | -39.5% | +10.2% | -28.9% |
| 10Y | +108.2% | +153.5% | -45.2% | +60.4% |
| All | +453.4% | +172.5% | +281.0% | +220.6% |
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