+71.2%
BKR vs AUR
+84.2%
-13.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -7.0% | +1.4% | -8.4% | -7.1% |
| 30D | -8.1% | -6.4% | -1.7% | -7.7% |
| 3M | -6.6% | +7.7% | -14.3% | -7.6% |
| 6M | +0.9% | +44.5% | -43.6% | -3.4% |
| YTD | +31.1% | +67.4% | -36.4% | +23.7% |
| 1Y | +27.7% | +15.4% | +12.3% | +23.9% |
| 3Y | +71.2% | +94.8% | -23.6% | +51.2% |
| All | +71.2% | +84.2% | -13.0% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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