-63.1%
BAX vs ALK
-28.6%
-34.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +3.6% | +12.9% | -9.3% | +0.8% |
| 30D | +8.5% | +5.5% | +3.0% | +6.9% |
| 3M | -4.9% | -12.1% | +7.2% | -2.5% |
| 6M | +47.0% | +1.7% | +45.3% | +45.1% |
| YTD | +38.4% | -17.4% | +55.9% | +41.4% |
| 1Y | +49.1% | -1.9% | +51.1% | +46.9% |
| 3Y | -14.9% | +21.2% | -36.1% | -22.9% |
| 5Y | -63.1% | -27.8% | -35.3% | -63.7% |
| All | -63.1% | -28.6% | -34.5% | -63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling