-30.9%
ALK vs BWA
+27.4%
-58.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -1.2% | +4.3% | -5.4% | -3.2% |
| 30D | +7.7% | -13.0% | +20.7% | +15.4% |
| 3M | -19.0% | -24.8% | +5.8% | -6.7% |
| 6M | -0.2% | -23.5% | +23.3% | +12.7% |
| YTD | -23.5% | +13.8% | -37.3% | -32.7% |
| 1Y | -9.1% | +13.4% | -22.6% | -19.9% |
| 3Y | +12.0% | +62.8% | -50.7% | -23.2% |
| All | -30.9% | +27.4% | -58.3% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling