+483.3%
ALK vs BG
+1,131.5%
-648.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | -0.7% | +2.8% | -3.5% | -1.6% |
| 30D | -19.2% | +12.0% | -31.3% | -22.4% |
| 3M | -1.5% | -7.7% | +6.2% | +0.1% |
| 6M | -13.1% | +4.5% | -17.5% | -15.8% |
| YTD | -16.4% | +35.7% | -52.1% | -25.9% |
| 1Y | -33.1% | +50.1% | -83.1% | -43.1% |
| 3Y | +0.6% | +12.6% | -12.0% | -7.2% |
| 5Y | -26.4% | +75.4% | -101.8% | -43.0% |
| 10Y | -34.2% | +150.5% | -184.6% | -56.3% |
| All | +483.3% | +1,131.5% | -648.2% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling