+1,821.9%
BA vs ALK
+839.9%
+982.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.3% |
| 7D | +1.2% | -0.7% | +1.8% | +1.4% |
| 30D | -11.6% | -19.2% | +7.6% | -5.7% |
| 3M | -2.4% | -1.5% | -0.9% | -2.5% |
| 6M | -6.6% | -13.1% | +6.4% | -4.0% |
| YTD | -2.2% | -16.4% | +14.2% | +1.1% |
| 1Y | -8.0% | -33.1% | +25.1% | +1.0% |
| 3Y | -5.0% | +0.6% | -5.6% | -11.7% |
| 5Y | -2.7% | -26.4% | +23.7% | -0.5% |
| 10Y | +75.9% | -34.2% | +110.0% | +80.4% |
| All | +1,821.9% | +839.9% | +982.0% | +688.6% |
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 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