+0.3%
BB vs ALK
-35.2%
+35.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | -5.6% | -0.7% | -5.0% | -5.5% |
| 30D | -11.8% | -19.2% | +7.4% | -5.2% |
| 3M | -25.5% | -1.5% | -24.0% | -26.0% |
| 6M | +121.3% | -13.1% | +134.3% | +126.0% |
| YTD | +103.2% | -16.4% | +119.6% | +108.6% |
| 1Y | +102.6% | -33.1% | +135.7% | +123.8% |
| 3Y | +37.5% | +0.6% | +36.9% | +25.2% |
| 5Y | -30.4% | -26.4% | -4.1% | -30.2% |
| All | +0.3% | -35.2% | +35.4% | -4.8% |
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 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