+121.4%
BKR vs ACM
+131.7%
-10.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.8% | -4.9% | -5.7% |
| 7D | -6.7% | -5.9% | -0.8% | -3.5% |
| 30D | -8.3% | -6.2% | -2.1% | -5.8% |
| 3M | -5.4% | -7.9% | +2.5% | -3.0% |
| 6M | +0.8% | -30.6% | +31.4% | +20.1% |
| YTD | +31.8% | -33.3% | +65.1% | +58.4% |
| 1Y | +28.6% | -49.2% | +77.8% | +79.7% |
| 3Y | +71.2% | -23.5% | +94.7% | +81.9% |
| 5Y | +179.2% | +0.9% | +178.3% | +143.4% |
| All | +121.4% | +131.7% | -10.2% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling