-29.1%
ALK vs BR
+20.2%
-49.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.0% | +6.1% | +6.6% |
| 7D | +8.9% | +4.4% | +4.5% | +6.7% |
| 30D | +5.9% | +16.3% | -10.3% | -1.2% |
| 3M | -16.5% | +16.2% | -32.8% | -22.6% |
| 6M | +2.1% | +30.3% | -28.2% | -11.2% |
| YTD | -17.1% | -12.2% | -4.9% | -11.1% |
| 1Y | -2.9% | -11.3% | +8.4% | +3.5% |
| 3Y | +24.5% | +15.2% | +9.2% | +13.9% |
| 5Y | -29.1% | +18.0% | -47.2% | -41.0% |
| All | -29.1% | +20.2% | -49.3% | -41.0% |
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