+74.3%
BKR vs AG
+424.3%
-350.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -4.9% | -1.8% | -5.8% |
| 7D | -6.7% | -5.8% | -0.9% | -5.7% |
| 30D | -8.3% | +6.4% | -14.7% | -9.6% |
| 3M | -5.4% | +28.4% | -33.8% | -10.3% |
| 6M | +0.8% | -24.5% | +25.3% | +3.8% |
| YTD | +31.8% | +21.2% | +10.7% | +23.1% |
| 1Y | +28.6% | +114.1% | -85.5% | +6.7% |
| 3Y | +71.2% | +268.0% | -196.8% | +20.8% |
| 5Y | +179.2% | +67.3% | +111.9% | +117.7% |
| 10Y | +124.0% | +66.1% | +57.8% | +49.6% |
| All | +74.3% | +424.3% | -350.0% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling