+72.2%
BKR vs ALC
-18.5%
+90.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.7% | -3.9% | -6.0% |
| 7D | -6.7% | -7.7% | +1.0% | -4.9% |
| 30D | -8.3% | -11.7% | +3.3% | -5.7% |
| 3M | -5.4% | +0.7% | -6.1% | -5.8% |
| 6M | +0.8% | -17.1% | +17.9% | +5.3% |
| YTD | +31.8% | -15.1% | +47.0% | +36.6% |
| 1Y | +28.6% | -14.1% | +42.7% | +32.4% |
| All | +72.2% | -18.5% | +90.7% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling