+120.2%
BKR vs AME
+445.1%
-324.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.3% | -3.8% | -3.0% |
| 7D | -7.0% | +1.7% | -8.7% | -8.2% |
| 30D | -8.1% | -6.4% | -1.7% | -3.7% |
| 3M | -6.6% | +7.1% | -13.7% | -12.0% |
| 6M | +0.9% | +8.2% | -7.3% | -6.3% |
| YTD | +31.1% | +18.2% | +12.9% | +13.6% |
| 1Y | +27.7% | +26.7% | +1.0% | +4.2% |
| 3Y | +71.2% | +60.7% | +10.5% | +13.1% |
| 5Y | +177.6% | +91.6% | +86.1% | +53.3% |
| All | +120.2% | +445.1% | -324.9% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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