+370.6%
ALK vs BR
+1,486.0%
-1,115.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +12.9% | +5.0% | +7.9% | +9.9% |
| 30D | +5.5% | +16.6% | -11.1% | -3.2% |
| 3M | -12.1% | +12.0% | -24.1% | -18.0% |
| 6M | +1.7% | +30.7% | -29.0% | -14.2% |
| YTD | -17.4% | -11.9% | -5.5% | -13.8% |
| 1Y | -1.9% | -11.6% | +9.6% | +2.1% |
| 3Y | +21.2% | +15.0% | +6.2% | +7.9% |
| 5Y | -27.8% | +18.1% | -45.9% | -38.0% |
| 10Y | -41.0% | +278.6% | -319.7% | -75.2% |
| All | +370.6% | +1,486.0% | -1,115.4% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling