-13.2%
BRKR vs ALM
+1,801.8%
-1,815.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +0.1% |
| 7D | -8.7% | -11.8% | +3.2% | -8.0% |
| 30D | -9.9% | +7.8% | -17.6% | -10.3% |
| 3M | -3.1% | -9.3% | +6.2% | -3.0% |
| 6M | +45.5% | -30.5% | +76.0% | +46.9% |
| YTD | +13.7% | +75.8% | -62.1% | +11.1% |
| 1Y | +67.4% | +241.2% | -173.8% | +60.1% |
| 3Y | -13.2% | +1,872.6% | -1,885.8% | -22.8% |
| All | -13.2% | +1,801.8% | -1,815.0% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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