+173.2%
BKR vs AUR
-35.7%
+208.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.9% |
| 3M | -6.6% | +7.7% | -14.3% | -7.3% |
| 6M | +0.9% | +44.5% | -43.6% | -1.9% |
| YTD | +31.1% | +67.4% | -36.4% | +26.2% |
| 1Y | +27.7% | +15.4% | +12.3% | +25.2% |
| 3Y | +71.2% | +94.8% | -23.6% | +61.0% |
| 5Y | +177.6% | -35.1% | +212.8% | +144.6% |
| All | +173.2% | -35.7% | +208.9% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling