+237.4%
BRKR vs ALM
+6,781.7%
-6,544.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | -0.2% |
| 7D | -8.7% | -11.8% | +3.2% | -8.6% |
| 30D | -9.9% | +7.8% | -17.6% | -9.9% |
| 3M | -3.1% | -9.3% | +6.2% | -3.1% |
| 6M | +45.5% | -30.5% | +76.0% | +45.5% |
| YTD | +13.7% | +75.8% | -62.1% | +13.6% |
| 1Y | +67.4% | +241.2% | -173.8% | +67.2% |
| 3Y | -13.2% | +1,872.6% | -1,885.8% | -13.5% |
| 5Y | -39.5% | +849.6% | -889.1% | -39.7% |
| 10Y | +153.5% | +2,589.2% | -2,435.8% | +152.3% |
| All | +237.4% | +6,781.7% | -6,544.3% | +234.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling