+120.2%
BKR vs AG
+68.4%
+51.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.4% | -0.2% |
| 7D | -7.0% | -6.7% | -0.3% | -6.1% |
| 30D | -8.1% | +2.2% | -10.3% | -8.6% |
| 3M | -6.6% | +15.7% | -22.3% | -9.1% |
| 6M | +0.9% | -23.8% | +24.6% | +3.2% |
| YTD | +31.1% | +17.6% | +13.5% | +24.9% |
| 1Y | +27.7% | +88.6% | -60.9% | +12.4% |
| 3Y | +71.2% | +253.4% | -182.2% | +30.6% |
| 5Y | +177.6% | +62.4% | +115.2% | +130.1% |
| All | +120.2% | +68.4% | +51.8% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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