-36.8%
BAX vs ALK
-41.7%
+4.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +12.1% | +9.0% | +3.1% | +10.4% |
| 30D | +7.6% | -1.6% | +9.2% | +7.7% |
| 3M | -4.5% | -23.2% | +18.7% | -0.5% |
| 6M | +52.0% | -3.9% | +55.9% | +52.1% |
| YTD | +35.1% | -22.6% | +57.7% | +39.1% |
| 1Y | +43.7% | -5.3% | +49.0% | +43.3% |
| 3Y | -20.9% | +18.6% | -39.5% | -25.3% |
| 5Y | -63.5% | -34.4% | -29.2% | -63.3% |
| All | -36.8% | -41.7% | +4.9% | -36.7% |
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