-42.0%
ALK vs BG
+100.9%
-142.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | +2.6% | +3.4% | -0.8% | +1.3% |
| 30D | +7.8% | -3.8% | +11.6% | +9.2% |
| 3M | -15.2% | -9.6% | -5.7% | -12.7% |
| 6M | +5.0% | -19.5% | +24.6% | +12.0% |
| YTD | -18.4% | +14.6% | -33.0% | -26.5% |
| 1Y | -2.4% | +6.6% | -9.0% | -9.3% |
| 3Y | +19.8% | +4.7% | +15.1% | +8.9% |
| 5Y | -27.8% | +22.1% | -49.8% | -42.3% |
| 10Y | -42.0% | +109.2% | -151.1% | -69.9% |
| All | -42.0% | +100.9% | -142.9% | -69.9% |
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