+7.4%
BAH vs ALK
-34.8%
+42.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.1% | -4.5% |
| 7D | -3.5% | +9.0% | -12.6% | -4.3% |
| 30D | +24.3% | -1.6% | +25.9% | +24.3% |
| 3M | +16.3% | -23.2% | +39.5% | +18.7% |
| 6M | +13.6% | -3.9% | +17.5% | +13.2% |
| YTD | +3.5% | -22.6% | +26.1% | +5.0% |
| 1Y | +2.7% | -5.3% | +8.0% | +2.2% |
| 3Y | -26.6% | +18.6% | -45.2% | -30.4% |
| All | +7.4% | -34.8% | +42.1% | +9.4% |
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