-5.3%
ALK vs BWA
+10.1%
-15.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | -0.3% |
| 7D | +9.0% | -5.5% | +14.5% | +11.1% |
| 30D | -1.6% | -21.7% | +20.1% | +7.2% |
| 3M | -23.2% | -25.6% | +2.4% | -15.1% |
| 6M | -3.9% | -17.4% | +13.6% | +0.7% |
| YTD | -22.6% | +9.2% | -31.8% | -32.0% |
| 1Y | -5.3% | +9.7% | -15.1% | -17.0% |
| All | -5.3% | +10.1% | -15.4% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling