+1,072.4%
BAC vs ALK
+765.2%
+307.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.5% |
| 7D | -2.7% | +7.1% | -9.8% | -5.2% |
| 30D | -8.0% | -3.0% | -5.0% | -7.4% |
| 3M | -20.9% | -25.6% | +4.7% | -12.9% |
| 6M | -5.4% | +0.5% | -5.9% | -8.0% |
| YTD | -8.1% | -23.1% | +15.0% | -3.3% |
| 1Y | -3.1% | -7.5% | +4.4% | -5.1% |
| 3Y | +88.1% | +15.3% | +72.8% | +59.7% |
| 5Y | +19.7% | -34.8% | +54.5% | +22.5% |
| 10Y | +275.9% | -41.2% | +317.0% | +262.6% |
| All | +1,072.4% | +765.2% | +307.2% | +216.8% |
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