+23.4%
BA vs ALK
-45.1%
+68.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | +0.8% |
| 7D | -0.6% | +0.9% | -1.5% | -1.3% |
| 30D | -8.0% | +3.3% | -11.3% | -10.8% |
| 3M | -25.8% | -17.6% | -8.2% | -19.1% |
| 6M | -27.6% | +0.8% | -28.4% | -30.4% |
| YTD | -21.0% | -22.4% | +1.4% | -15.2% |
| 1Y | -12.3% | -10.1% | -2.2% | -14.2% |
| 3Y | -12.8% | +14.0% | -26.7% | -35.5% |
| 5Y | -22.4% | -29.8% | +7.5% | -23.5% |
| All | +23.4% | -45.1% | +68.5% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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