+52.6%
BKR vs AMT
+16.9%
+35.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.2% |
| 7D | +3.8% | +1.5% | +2.3% | +3.8% |
| 30D | -10.3% | +6.8% | -17.1% | -10.3% |
| 3M | -21.7% | +11.2% | -32.9% | -21.7% |
| 6M | -23.8% | +12.5% | -36.3% | -23.8% |
| YTD | +10.3% | +12.5% | -2.2% | +10.3% |
| 1Y | +5.7% | +10.1% | -4.4% | +5.7% |
| 3Y | +52.6% | +16.0% | +36.6% | +51.2% |
| All | +52.6% | +16.9% | +35.7% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 AMT 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