+135.4%
BKR vs AS
+107.2%
+28.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.1% |
| 7D | -1.5% | -2.8% | +1.2% | -1.2% |
| 30D | -0.7% | -23.2% | +22.6% | +2.3% |
| 3M | +0.5% | -20.1% | +20.6% | +2.8% |
| 6M | +6.6% | -18.5% | +25.2% | +8.4% |
| YTD | +41.3% | -25.6% | +66.9% | +45.0% |
| 1Y | +42.2% | -24.4% | +66.6% | +45.2% |
| All | +135.4% | +107.2% | +28.2% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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