-14.2%
BRKR vs ALHC
-33.8%
+19.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | -0.1% |
| 7D | -8.7% | -6.9% | -1.8% | -8.0% |
| 30D | -9.9% | -6.7% | -3.1% | -9.2% |
| 3M | -3.1% | -37.7% | +34.6% | +1.3% |
| 6M | +45.5% | -30.0% | +75.5% | +49.2% |
| YTD | +13.7% | -36.2% | +49.8% | +17.4% |
| 1Y | +67.4% | -22.9% | +90.3% | +69.6% |
| 3Y | -13.2% | +138.4% | -151.6% | -27.1% |
| 5Y | -39.5% | -32.8% | -6.7% | -44.8% |
| All | -14.2% | -33.8% | +19.6% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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