-46.6%
ALK vs BR
+275.8%
-322.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.7% | -4.1% | -4.4% |
| 7D | +0.9% | -1.3% | +2.2% | +1.7% |
| 30D | +3.3% | +13.7% | -10.4% | -3.8% |
| 3M | -17.6% | +13.8% | -31.4% | -23.6% |
| 6M | +0.8% | +29.7% | -28.9% | -14.4% |
| YTD | -22.4% | -12.6% | -9.8% | -17.7% |
| 1Y | -10.1% | -12.4% | +2.4% | -4.7% |
| 3Y | +14.0% | +14.1% | -0.1% | +2.0% |
| 5Y | -29.8% | +18.7% | -48.5% | -40.2% |
| All | -46.6% | +275.8% | -322.4% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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