+869.1%
BAX vs ALK
+765.2%
+103.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.8% |
| 7D | +9.1% | +7.1% | +2.1% | +8.1% |
| 30D | +5.3% | -3.0% | +8.3% | +5.6% |
| 3M | -6.1% | -25.6% | +19.5% | -2.6% |
| 6M | +53.3% | +0.5% | +52.8% | +52.5% |
| YTD | +34.4% | -23.1% | +57.5% | +37.9% |
| 1Y | +43.2% | -7.5% | +50.7% | +43.3% |
| 3Y | -20.1% | +15.3% | -35.5% | -23.6% |
| 5Y | -63.7% | -34.8% | -29.0% | -63.3% |
| 10Y | -36.3% | -41.2% | +4.8% | -38.1% |
| All | +869.1% | +765.2% | +103.9% | +461.2% |
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