+440.3%
ALK vs BG
+928.0%
-487.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | +0.1% | +0.4% |
| 7D | +9.0% | +2.5% | +6.5% | +8.1% |
| 30D | -1.6% | -6.1% | +4.4% | +0.1% |
| 3M | -23.2% | -8.5% | -14.7% | -21.7% |
| 6M | -3.9% | -20.4% | +16.5% | +1.5% |
| YTD | -22.6% | +13.3% | -35.9% | -27.8% |
| 1Y | -5.3% | +7.3% | -12.6% | -10.1% |
| 3Y | +18.6% | +2.6% | +16.0% | +11.9% |
| 5Y | -34.4% | +22.0% | -56.4% | -43.0% |
| 10Y | -40.8% | +91.8% | -132.5% | -57.5% |
| All | +440.3% | +928.0% | -487.8% | +138.5% |
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