+48.0%
BAX vs ALK
-1.1%
+49.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.8% | -4.8% | +1.4% |
| 7D | +4.1% | +12.4% | -8.3% | +0.3% |
| 30D | +9.4% | +2.1% | +7.3% | +8.3% |
| 3M | -6.5% | -23.9% | +17.4% | +1.1% |
| 6M | +59.6% | +8.2% | +51.4% | +53.7% |
| YTD | +38.9% | -20.5% | +59.3% | +42.5% |
| 1Y | +48.0% | -1.0% | +49.0% | +39.8% |
| All | +48.0% | -1.1% | +49.1% | +39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling