-30.7%
ALK vs BG
+84.9%
-115.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -3.0% | +0.5% | -3.5% | -3.1% |
| 30D | -14.6% | +10.3% | -24.9% | -16.4% |
| 3M | -10.6% | -1.9% | -8.7% | -10.5% |
| 6M | -6.7% | +5.2% | -12.0% | -9.0% |
| YTD | -19.8% | +41.2% | -60.9% | -28.1% |
| 1Y | -35.2% | +50.5% | -85.7% | -43.4% |
| 3Y | +1.4% | +19.9% | -18.5% | -7.2% |
| 5Y | -30.7% | +86.7% | -117.4% | -45.2% |
| All | -30.7% | +84.9% | -115.6% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling