+92.2%
BKR vs AR
-28.5%
+120.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +3.8% | +7.4% | -3.6% | +1.7% |
| 30D | -10.3% | +5.8% | -16.0% | -11.7% |
| 3M | -21.7% | +5.2% | -26.9% | -23.0% |
| 6M | -23.8% | +5.4% | -29.2% | -25.4% |
| YTD | +10.3% | +12.4% | -2.2% | +5.0% |
| 1Y | +5.7% | +12.8% | -7.1% | +0.3% |
| 3Y | +52.6% | +47.2% | +5.4% | +30.8% |
| 5Y | +127.1% | +101.1% | +25.9% | +70.7% |
| 10Y | +56.5% | +57.6% | -1.2% | +5.8% |
| All | +92.2% | -28.5% | +120.6% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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