-33.3%
BAX vs ALK
-45.1%
+11.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.8% | +2.5% | -1.5% |
| 7D | +0.4% | +0.9% | -0.6% | +0.2% |
| 30D | +3.4% | +3.3% | +0.1% | +2.7% |
| 3M | -4.5% | -17.6% | +13.1% | -1.6% |
| 6M | +44.0% | +0.8% | +43.2% | +42.9% |
| YTD | +34.9% | -22.4% | +57.2% | +38.8% |
| 1Y | +37.9% | -10.1% | +48.0% | +38.6% |
| 3Y | -17.1% | +14.0% | -31.1% | -21.2% |
| 5Y | -64.3% | -29.8% | -34.4% | -64.3% |
| All | -33.3% | -45.1% | +11.8% | -33.9% |
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