+875.9%
BAX vs ALK
+839.9%
+36.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | -1.1% | -0.7% | -0.5% | -1.1% |
| 30D | -5.5% | -19.2% | +13.8% | -2.8% |
| 3M | +33.5% | -1.5% | +35.1% | +33.5% |
| 6M | +35.9% | -13.1% | +48.9% | +37.6% |
| YTD | +35.4% | -16.4% | +51.8% | +37.6% |
| 1Y | +9.8% | -33.1% | +42.8% | +14.4% |
| 3Y | -32.7% | +0.6% | -33.4% | -34.5% |
| 5Y | -65.6% | -26.4% | -39.2% | -65.6% |
| 10Y | -34.9% | -34.2% | -0.8% | -37.5% |
| All | +875.9% | +839.9% | +36.0% | +460.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling