+31.1%
BA vs ALK
-42.1%
+73.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -0.8% |
| 7D | -0.1% | +7.1% | -7.1% | -4.0% |
| 30D | -9.1% | -3.0% | -6.1% | -8.6% |
| 3M | -28.2% | -25.6% | -2.5% | -17.1% |
| 6M | -23.1% | +0.5% | -23.6% | -25.9% |
| YTD | -20.6% | -23.1% | +2.5% | -14.1% |
| 1Y | -12.7% | -7.5% | -5.2% | -16.0% |
| 3Y | -11.6% | +15.3% | -26.9% | -35.0% |
| 5Y | -23.1% | -34.8% | +11.6% | -20.4% |
| All | +31.1% | -42.1% | +73.2% | +8.6% |
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