+104.6%
AS vs BRKR
-24.6%
+129.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -3.9% | -9.8% | +6.0% | -1.7% |
| 30D | -19.0% | -6.1% | -13.0% | -18.1% |
| 3M | -18.8% | -2.4% | -16.4% | -20.0% |
| 6M | -21.0% | +46.7% | -67.7% | -31.3% |
| YTD | -26.6% | +14.0% | -40.6% | -32.3% |
| 1Y | -25.3% | +76.5% | -101.9% | -40.1% |
| All | +104.6% | -24.6% | +129.2% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling