+1,131.0%
BBWI vs ALK
+765.2%
+365.8%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.2% | -3.0% | -5.1% |
| 7D | -3.1% | +7.1% | -10.1% | -5.5% |
| 30D | +23.1% | -3.0% | +26.1% | +24.2% |
| 3M | +7.3% | -25.6% | +32.9% | +18.4% |
| 6M | +22.6% | +0.5% | +22.1% | +21.0% |
| YTD | +13.3% | -23.1% | +36.3% | +21.0% |
| 1Y | -2.6% | -7.5% | +5.0% | -2.8% |
| 3Y | -25.9% | +15.3% | -41.3% | -34.4% |
| 5Y | -66.7% | -34.8% | -31.9% | -64.2% |
| 10Y | -41.6% | -41.2% | -0.4% | -38.7% |
| All | +1,131.0% | +765.2% | +365.8% | +302.4% |
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