+521.9%
BKR vs AA
+281.9%
+239.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.8% | -1.9% | -4.8% |
| 7D | -6.7% | -5.4% | -1.3% | -4.6% |
| 30D | -8.3% | -10.7% | +2.3% | -4.6% |
| 3M | -5.4% | -26.2% | +20.8% | +5.1% |
| 6M | +0.8% | -20.9% | +21.7% | +6.5% |
| YTD | +31.8% | -8.6% | +40.5% | +30.0% |
| 1Y | +28.6% | +57.4% | -28.8% | +0.3% |
| 3Y | +71.2% | +77.8% | -6.6% | +15.4% |
| 5Y | +179.2% | +2.7% | +176.5% | +110.4% |
| 10Y | +124.0% | +121.2% | +2.7% | -0.3% |
| All | +521.9% | +281.9% | +239.9% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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