+67.4%
BRKR vs ALC
-14.7%
+82.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | -8.7% | -6.3% | -2.3% | -6.6% |
| 30D | -9.9% | -10.3% | +0.4% | -6.6% |
| 3M | -3.1% | -0.7% | -2.4% | -3.6% |
| 6M | +45.5% | -17.8% | +63.3% | +61.2% |
| YTD | +13.7% | -15.8% | +29.5% | +22.7% |
| 1Y | +67.4% | -16.7% | +84.2% | +84.9% |
| All | +67.4% | -14.7% | +82.1% | +84.9% |
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