+1,502.7%
BA vs ALK
+794.3%
+708.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.8% | -6.6% | -0.6% |
| 7D | +5.9% | +12.4% | -6.5% | +2.0% |
| 30D | -8.2% | +2.1% | -10.2% | -9.2% |
| 3M | -25.4% | -23.9% | -1.5% | -19.4% |
| 6M | -20.0% | +8.2% | -28.2% | -23.1% |
| YTD | -18.5% | -20.5% | +2.0% | -14.9% |
| 1Y | -10.6% | -1.0% | -9.6% | -13.3% |
| 3Y | -9.3% | +19.2% | -28.4% | -20.3% |
| 5Y | -16.9% | -28.2% | +11.3% | -14.7% |
| 10Y | +37.9% | -39.2% | +77.0% | +43.9% |
| All | +1,502.7% | +794.3% | +708.5% | +563.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling