-27.8%
ALK vs BR
+9.8%
-37.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.0% |
| 7D | +0.1% | -5.9% | +6.1% | +2.9% |
| 30D | -18.5% | +1.9% | -20.4% | -19.5% |
| 3M | -3.6% | +14.7% | -18.2% | -10.4% |
| 6M | -3.7% | -12.8% | +9.1% | +2.5% |
| YTD | -19.0% | -23.0% | +4.0% | -8.0% |
| 1Y | -36.0% | -31.7% | -4.4% | -21.6% |
| 3Y | +2.3% | -4.8% | +7.1% | +3.3% |
| 5Y | -27.8% | +7.8% | -35.6% | -37.7% |
| All | -27.8% | +9.8% | -37.6% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling