+25.7%
BB vs ALK
-40.7%
+66.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +11.6% | +12.9% | -1.3% | +7.0% |
| 30D | +2.6% | +5.5% | -3.0% | +0.3% |
| 3M | +3.5% | -12.1% | +15.6% | +7.5% |
| 6M | +43.5% | +1.7% | +41.8% | +39.8% |
| YTD | +141.2% | -17.4% | +158.6% | +147.3% |
| 1Y | +97.4% | -1.9% | +99.3% | +89.2% |
| 3Y | +151.1% | +21.2% | +129.8% | +112.0% |
| 5Y | -12.8% | -27.8% | +15.0% | -12.3% |
| All | +25.7% | -40.7% | +66.4% | +26.8% |
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