-35.7%
AUR vs BRKR
-22.1%
-13.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +1.4% | -8.7% | +10.1% | +5.9% |
| 30D | -6.4% | -9.9% | +3.4% | -1.6% |
| 3M | +7.7% | -3.1% | +10.8% | +4.1% |
| 6M | +44.5% | +45.5% | -1.0% | +7.7% |
| YTD | +67.4% | +13.7% | +53.8% | +42.8% |
| 1Y | +15.4% | +67.4% | -52.0% | -24.3% |
| 3Y | +94.8% | -13.2% | +108.1% | +75.9% |
| 5Y | -35.1% | -39.5% | +4.4% | -31.3% |
| All | -35.7% | -22.1% | -13.6% | -32.0% |
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