+521.9%
BKR vs AME
+18,433.7%
-17,911.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.3% |
| 7D | -6.7% | 0.0% | -6.7% | -6.7% |
| 30D | -8.3% | -8.6% | +0.3% | -4.4% |
| 3M | -5.4% | +5.8% | -11.2% | -8.2% |
| 6M | +0.8% | +3.8% | -3.0% | -1.6% |
| YTD | +31.8% | +14.4% | +17.4% | +22.9% |
| 1Y | +28.6% | +25.8% | +2.8% | +14.2% |
| 3Y | +71.2% | +55.2% | +16.1% | +37.0% |
| 5Y | +179.2% | +85.5% | +93.7% | +103.3% |
| 10Y | +124.0% | +424.0% | -300.0% | +7.0% |
| All | +521.9% | +18,433.7% | -17,911.8% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling