-37.4%
ALK vs BTG
+147.2%
-184.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.1% |
| 7D | -3.0% | +2.4% | -5.4% | -3.2% |
| 30D | -14.6% | +9.5% | -24.1% | -15.5% |
| 3M | -10.6% | +38.5% | -49.1% | -14.2% |
| 6M | -6.7% | +5.6% | -12.4% | -8.1% |
| YTD | -19.8% | +23.9% | -43.7% | -22.3% |
| 1Y | -35.2% | +32.1% | -67.3% | -37.9% |
| 3Y | +1.4% | +103.2% | -101.8% | -7.8% |
| 5Y | -30.7% | +79.7% | -110.4% | -36.8% |
| 10Y | -37.4% | +159.1% | -196.5% | -43.9% |
| All | -37.4% | +147.2% | -184.6% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling