-23.2%
BAH vs ALK
+15.2%
-38.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.4% |
| 7D | +6.0% | +7.1% | -1.0% | +5.5% |
| 30D | +31.1% | -3.0% | +34.1% | +31.2% |
| 3M | +25.2% | -25.6% | +50.8% | +27.4% |
| 6M | +18.9% | +0.5% | +18.4% | +18.1% |
| YTD | +8.3% | -23.1% | +31.4% | +9.8% |
| 1Y | +6.2% | -7.5% | +13.7% | +6.2% |
| All | -23.2% | +15.2% | -38.4% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling