+354.1%
BB vs ALK
+223.8%
+130.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | +3.8% | +9.0% | -5.2% | +0.9% |
| 30D | -0.3% | -1.6% | +1.3% | -0.2% |
| 3M | -0.5% | -23.2% | +22.7% | +7.1% |
| 6M | +45.9% | -3.9% | +49.8% | +45.2% |
| YTD | +130.6% | -22.6% | +153.2% | +140.5% |
| 1Y | +89.2% | -5.3% | +94.5% | +84.8% |
| 3Y | +137.5% | +18.6% | +118.9% | +109.8% |
| 5Y | -20.9% | -34.4% | +13.5% | -16.7% |
| 10Y | +25.4% | -40.8% | +66.2% | +23.3% |
| All | +354.1% | +223.8% | +130.4% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling