+2.3%
ALK vs BR
-4.7%
+7.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.1% |
| 7D | +0.1% | -5.9% | +6.1% | +2.6% |
| 30D | -18.5% | +1.9% | -20.4% | -19.4% |
| 3M | -3.6% | +14.7% | -18.2% | -9.7% |
| 6M | -3.7% | -12.8% | +9.1% | +3.5% |
| YTD | -19.0% | -23.0% | +4.0% | -5.3% |
| 1Y | -36.0% | -31.7% | -4.4% | -17.7% |
| 3Y | +2.3% | -4.8% | +7.1% | +0.5% |
| All | +2.3% | -4.7% | +7.0% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling