+97.3%
BRKR vs ALC
-10.2%
+107.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.8% |
| 7D | +2.5% | -2.1% | +4.6% | +3.3% |
| 30D | +11.5% | -0.1% | +11.6% | +11.4% |
| 3M | -2.4% | +5.9% | -8.3% | -5.1% |
| 6M | +52.3% | -15.9% | +68.2% | +71.7% |
| YTD | +24.5% | -10.1% | +34.6% | +31.6% |
| 1Y | +97.3% | -10.2% | +107.6% | +113.2% |
| All | +97.3% | -10.2% | +107.5% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling