+212.3%
BAH vs ALK
-39.7%
+252.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +0.5% | +12.9% | -12.5% | -1.1% |
| 30D | +18.2% | +5.5% | +12.7% | +17.3% |
| 3M | +13.1% | -12.1% | +25.2% | +14.5% |
| 6M | +15.2% | +1.7% | +13.5% | +13.9% |
| YTD | +6.0% | -17.4% | +23.4% | +7.0% |
| 1Y | +3.1% | -1.9% | +5.0% | +1.7% |
| 3Y | -26.2% | +21.2% | -47.5% | -31.4% |
| 5Y | +9.3% | -27.8% | +37.1% | +7.8% |
| 10Y | +212.3% | -41.0% | +253.3% | +194.4% |
| All | +212.3% | -39.7% | +252.0% | +194.4% |
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 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