-22.5%
BB vs ALK
-34.8%
+12.2%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | +3.8% | +9.0% | -5.2% | -0.2% |
| 30D | -0.3% | -1.6% | +1.3% | -0.1% |
| 3M | -0.5% | -23.2% | +22.7% | +10.2% |
| 6M | +45.9% | -3.9% | +49.8% | +44.4% |
| YTD | +130.6% | -22.6% | +153.2% | +143.8% |
| 1Y | +89.2% | -5.3% | +94.5% | +79.6% |
| 3Y | +137.5% | +18.6% | +118.9% | +73.2% |
| All | -22.5% | -34.8% | +12.2% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling