+24.5%
ALK vs BR
+13.8%
+10.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.0% | +6.1% | +6.7% |
| 7D | +8.9% | +4.4% | +4.5% | +7.1% |
| 30D | +5.9% | +16.3% | -10.3% | 0.0% |
| 3M | -16.5% | +16.2% | -32.8% | -21.6% |
| 6M | +2.1% | +30.3% | -28.2% | -9.2% |
| YTD | -17.1% | -12.2% | -4.9% | -7.9% |
| 1Y | -2.9% | -11.3% | +8.4% | +7.0% |
| 3Y | +24.5% | +15.2% | +9.2% | +7.6% |
| All | +24.5% | +13.8% | +10.7% | +7.6% |
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