+29.0%
BB vs ALK
-37.5%
+66.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.1% | -1.6% | +3.0% |
| 7D | +15.0% | +8.9% | +6.1% | +11.6% |
| 30D | +3.5% | +5.9% | -2.5% | +1.0% |
| 3M | +2.7% | -16.5% | +19.2% | +8.6% |
| 6M | +44.7% | +2.1% | +42.6% | +40.8% |
| YTD | +143.3% | -17.1% | +160.4% | +149.1% |
| 1Y | +102.2% | -2.9% | +105.1% | +94.4% |
| 3Y | +156.1% | +24.5% | +131.6% | +114.1% |
| 5Y | -17.6% | -29.1% | +11.5% | -16.7% |
| 10Y | +29.0% | -39.1% | +68.1% | +33.2% |
| All | +29.0% | -37.5% | +66.4% | +33.2% |
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 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