+4.2%
ALK vs BWA
+71.5%
-67.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.2% | +0.3% |
| 7D | -0.7% | +5.7% | -6.3% | -3.0% |
| 30D | -19.2% | +1.4% | -20.6% | -20.0% |
| 3M | -1.5% | -12.1% | +10.6% | +3.6% |
| 6M | -13.1% | +28.6% | -41.6% | -23.4% |
| YTD | -16.4% | +51.1% | -67.5% | -33.6% |
| 1Y | -33.1% | +55.9% | -88.9% | -47.9% |
| All | +4.2% | +71.5% | -67.2% | -30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling