+9.7%
BKR vs ACM
-46.6%
+56.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.9% | -8.5% | -5.6% |
| 7D | -8.8% | +9.5% | -18.3% | -9.0% |
| 30D | -13.1% | +14.7% | -27.8% | -13.5% |
| 3M | -18.9% | -9.5% | -9.4% | -18.6% |
| 6M | -27.2% | -18.0% | -9.2% | -26.4% |
| YTD | +10.7% | -27.3% | +38.0% | +12.6% |
| 1Y | +9.7% | -47.0% | +56.7% | +12.2% |
| All | +9.7% | -46.6% | +56.2% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling