-20.9%
BAX vs ALK
+16.0%
-36.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +12.1% | +9.0% | +3.1% | +9.8% |
| 30D | +7.6% | -1.6% | +9.2% | +7.7% |
| 3M | -4.5% | -23.2% | +18.7% | +1.1% |
| 6M | +52.0% | -3.9% | +55.9% | +52.1% |
| YTD | +35.1% | -22.6% | +57.7% | +40.0% |
| 1Y | +43.7% | -5.3% | +49.0% | +42.7% |
| 3Y | -20.9% | +18.6% | -39.5% | -25.8% |
| All | -20.9% | +16.0% | -36.9% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling