-47.4%
ALK vs BG
+111.0%
-158.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -2.1% |
| 7D | -1.2% | +2.6% | -3.8% | -2.1% |
| 30D | +7.7% | -6.7% | +14.4% | +10.5% |
| 3M | -19.0% | -9.3% | -9.7% | -16.6% |
| 6M | -0.2% | -18.3% | +18.1% | +5.8% |
| YTD | -23.5% | +16.2% | -39.7% | -31.4% |
| 1Y | -9.1% | +7.6% | -16.7% | -15.8% |
| 3Y | +12.0% | +6.6% | +5.5% | +1.2% |
| 5Y | -30.9% | +22.2% | -53.1% | -44.6% |
| All | -47.4% | +111.0% | -158.4% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling