+151.1%
BB vs ALK
+23.9%
+127.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +11.6% | +12.9% | -1.3% | +7.6% |
| 30D | +2.6% | +5.5% | -3.0% | +0.7% |
| 3M | +3.5% | -12.1% | +15.6% | +7.2% |
| 6M | +43.5% | +1.7% | +41.8% | +40.5% |
| YTD | +141.2% | -17.4% | +158.6% | +147.7% |
| 1Y | +97.4% | -1.9% | +99.3% | +89.2% |
| 3Y | +151.1% | +21.2% | +129.8% | +113.6% |
| All | +151.1% | +23.9% | +127.2% | +113.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling