-13.2%
BRKR vs ALC
-19.1%
+5.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.2% |
| 7D | -8.7% | -6.3% | -2.3% | -5.4% |
| 30D | -9.9% | -10.3% | +0.4% | -4.5% |
| 3M | -3.1% | -0.7% | -2.4% | -3.5% |
| 6M | +45.5% | -17.8% | +63.3% | +61.1% |
| YTD | +13.7% | -15.8% | +29.5% | +23.6% |
| 1Y | +67.4% | -16.7% | +84.2% | +83.3% |
| 3Y | -13.2% | -19.7% | +6.5% | -2.6% |
| All | -13.2% | -19.1% | +5.9% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling