+21.9%
BAC vs ALK
-29.1%
+51.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.1% | -4.8% | +0.2% |
| 7D | +2.0% | +8.9% | -6.9% | -0.7% |
| 30D | -6.9% | +5.9% | -12.9% | -8.8% |
| 3M | -19.6% | -16.5% | -3.0% | -15.7% |
| 6M | -0.5% | +2.1% | -2.6% | -3.3% |
| YTD | -6.6% | -17.1% | +10.5% | -4.3% |
| 1Y | -3.0% | -2.9% | -0.1% | -6.2% |
| 3Y | +97.3% | +24.5% | +72.8% | +58.8% |
| 5Y | +21.9% | -29.1% | +51.0% | +21.4% |
| All | +21.9% | -29.1% | +51.0% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling