+214.5%
BAC vs ALK
-45.1%
+259.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | +1.5% |
| 7D | +1.5% | +0.9% | +0.6% | +1.0% |
| 30D | -6.4% | +3.3% | -9.7% | -8.0% |
| 3M | -21.7% | -17.6% | -4.1% | -16.5% |
| 6M | +0.5% | +0.8% | -0.3% | -2.8% |
| YTD | -6.7% | -22.4% | +15.7% | -2.0% |
| 1Y | -4.7% | -10.1% | +5.4% | -6.1% |
| 3Y | +96.1% | +14.0% | +82.1% | +60.6% |
| 5Y | +21.7% | -29.8% | +51.5% | +19.8% |
| All | +214.5% | -45.1% | +259.6% | +191.6% |
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