+107.2%
AS vs BRKR
-23.4%
+130.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.8% | +3.5% | -1.7% |
| 7D | -2.8% | -7.8% | +5.0% | -1.1% |
| 30D | -23.2% | -3.4% | -19.9% | -22.9% |
| 3M | -20.1% | -4.8% | -15.3% | -20.7% |
| 6M | -18.5% | +46.7% | -65.2% | -29.1% |
| YTD | -25.6% | +15.8% | -41.5% | -31.6% |
| 1Y | -24.4% | +75.4% | -99.8% | -39.1% |
| All | +107.2% | -23.4% | +130.6% | +106.5% |
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 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