+45.5%
BRKR vs ALM
-25.6%
+71.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +0.7% |
| 7D | -8.7% | -11.8% | +3.2% | -7.0% |
| 30D | -9.9% | +7.8% | -17.6% | -10.9% |
| 3M | -3.1% | -9.3% | +6.2% | -2.1% |
| 6M | +45.5% | -30.5% | +76.0% | +51.6% |
| All | +45.5% | -25.6% | +71.1% | +51.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling