+1,106.9%
BAH vs ALK
+224.2%
+882.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +1.6% |
| 7D | +6.0% | +7.1% | -1.0% | +4.8% |
| 30D | +31.1% | -3.0% | +34.1% | +31.4% |
| 3M | +25.2% | -25.6% | +50.8% | +30.3% |
| 6M | +18.9% | +0.5% | +18.4% | +17.5% |
| YTD | +8.3% | -23.1% | +31.4% | +10.7% |
| 1Y | +6.2% | -7.5% | +13.7% | +5.3% |
| 3Y | -22.8% | +15.3% | -38.1% | -29.0% |
| 5Y | +13.6% | -34.8% | +48.4% | +13.2% |
| 10Y | +240.2% | -41.2% | +281.4% | +218.4% |
| All | +1,106.9% | +224.2% | +882.7% | +552.9% |
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 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