+989.1%
ALK vs BTG
+392.0%
+597.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +1.6% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -19.2% | +36.8% | -56.1% | -20.9% |
| 3M | -1.5% | +23.1% | -24.6% | -3.0% |
| 6M | -13.1% | +3.5% | -16.5% | -13.6% |
| YTD | -16.4% | +25.5% | -41.9% | -17.8% |
| 1Y | -33.1% | +40.1% | -73.2% | -34.7% |
| 3Y | +0.6% | +101.1% | -100.5% | -4.1% |
| 5Y | -26.4% | +70.6% | -97.0% | -29.7% |
| 10Y | -34.2% | +152.1% | -186.3% | -38.7% |
| All | +989.1% | +392.0% | +597.1% | +723.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling