+396.6%
BAC vs ALK
-34.2%
+430.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.6% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | -0.4% | -19.2% | +18.8% | +7.6% |
| 3M | +16.9% | -1.5% | +18.4% | +15.7% |
| 6M | +26.6% | -13.1% | +39.7% | +29.0% |
| YTD | +15.8% | -16.4% | +32.2% | +19.1% |
| 1Y | +27.2% | -33.1% | +60.2% | +41.4% |
| 3Y | +132.4% | +0.6% | +131.8% | +103.3% |
| 5Y | +72.6% | -26.4% | +99.0% | +67.5% |
| All | +396.6% | -34.2% | +430.8% | +319.6% |
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