+67.6%
BKR vs ACM
+228.1%
-160.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | +0.4% | -0.3% | +0.7% | +0.6% |
| 30D | +3.9% | -12.9% | +16.8% | +10.5% |
| 3M | -1.1% | -6.4% | +5.3% | +0.6% |
| 6M | +7.6% | -29.2% | +36.8% | +26.1% |
| YTD | +41.9% | -29.9% | +71.8% | +65.0% |
| 1Y | +42.2% | -47.3% | +89.5% | +91.6% |
| 3Y | +84.3% | -19.6% | +103.9% | +92.8% |
| 5Y | +215.7% | +5.5% | +210.2% | +178.6% |
| 10Y | +130.9% | +129.7% | +1.2% | +27.7% |
| All | +67.6% | +228.1% | -160.6% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling