+31.8%
BA vs ALK
-41.7%
+73.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | +1.1% | +9.0% | -8.0% | -3.8% |
| 30D | -7.9% | -1.6% | -6.3% | -8.1% |
| 3M | -25.3% | -23.2% | -2.1% | -15.3% |
| 6M | -24.6% | -3.9% | -20.7% | -25.5% |
| YTD | -20.1% | -22.6% | +2.4% | -13.9% |
| 1Y | -11.8% | -5.3% | -6.4% | -16.2% |
| 3Y | -10.1% | +18.6% | -28.7% | -35.1% |
| 5Y | -22.7% | -34.4% | +11.6% | -20.3% |
| All | +31.8% | -41.7% | +73.5% | +8.8% |
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