-33.9%
BAX vs ALK
-37.5%
+3.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.1% | -4.7% | +1.2% |
| 7D | +9.0% | +8.9% | +0.1% | +7.4% |
| 30D | +8.5% | +5.9% | +2.5% | +7.2% |
| 3M | -4.1% | -16.5% | +12.4% | -1.5% |
| 6M | +46.9% | +2.1% | +44.8% | +45.5% |
| YTD | +38.4% | -17.1% | +55.5% | +40.8% |
| 1Y | +47.0% | -2.9% | +49.9% | +45.8% |
| 3Y | -14.9% | +24.5% | -39.4% | -20.3% |
| 5Y | -62.5% | -29.1% | -33.4% | -62.8% |
| 10Y | -33.9% | -39.1% | +5.2% | -34.9% |
| All | -33.9% | -37.5% | +3.6% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling