+18.0%
BAC vs ALK
-34.8%
+52.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -1.2% | +9.0% | -10.2% | -3.9% |
| 30D | -7.7% | -1.6% | -6.0% | -7.5% |
| 3M | -21.2% | -23.2% | +2.0% | -15.2% |
| 6M | -6.8% | -3.9% | -3.0% | -7.9% |
| YTD | -8.7% | -22.6% | +13.9% | -4.5% |
| 1Y | -5.3% | -5.3% | 0.0% | -7.9% |
| 3Y | +87.4% | +18.6% | +68.9% | +52.6% |
| All | +18.0% | -34.8% | +52.7% | +20.7% |
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