+376.3%
ALK vs BR
+1,321.0%
-944.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +3.5% |
| 7D | -0.7% | -5.3% | +4.6% | +2.4% |
| 30D | -19.2% | +6.4% | -25.7% | -22.5% |
| 3M | -1.5% | +13.6% | -15.2% | -9.5% |
| 6M | -13.1% | -6.7% | -6.3% | -11.4% |
| YTD | -16.4% | -21.1% | +4.7% | -7.0% |
| 1Y | -33.1% | -29.6% | -3.5% | -20.2% |
| 3Y | +0.6% | -2.4% | +3.0% | -1.5% |
| 5Y | -26.4% | +11.2% | -37.6% | -34.9% |
| 10Y | -34.2% | +191.8% | -225.9% | -67.9% |
| All | +376.3% | +1,321.0% | -944.7% | -7.8% |
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