+518.3%
BKR vs AJG
+11,150.2%
-10,631.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.2% |
| 7D | -7.0% | -8.3% | +1.3% | -4.5% |
| 30D | -8.1% | -5.7% | -2.4% | -6.6% |
| 3M | -6.6% | +9.1% | -15.7% | -9.9% |
| 6M | +0.9% | +15.2% | -14.4% | -4.9% |
| YTD | +31.1% | -6.3% | +37.4% | +31.5% |
| 1Y | +27.7% | -19.1% | +46.8% | +33.9% |
| 3Y | +71.2% | +8.2% | +63.0% | +61.1% |
| 5Y | +177.6% | +75.6% | +102.0% | +120.5% |
| 10Y | +122.7% | +471.1% | -348.5% | +27.0% |
| All | +518.3% | +11,150.2% | -10,631.9% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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