+883.7%
BAH vs ALK
+252.2%
+631.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.7% |
| 7D | -3.2% | -0.7% | -2.6% | -3.2% |
| 30D | +2.0% | -19.2% | +21.2% | +5.1% |
| 3M | -7.6% | -1.5% | -6.1% | -8.0% |
| 6M | -5.7% | -13.1% | +7.4% | -5.0% |
| YTD | -11.7% | -16.4% | +4.7% | -10.7% |
| 1Y | -27.4% | -33.1% | +5.7% | -24.1% |
| 3Y | -32.5% | +0.6% | -33.2% | -36.2% |
| 5Y | -3.3% | -26.4% | +23.1% | -5.5% |
| 10Y | +186.0% | -34.2% | +220.1% | +162.9% |
| All | +883.7% | +252.2% | +631.5% | +427.0% |
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