+1,090.8%
BBWI vs ALK
+770.6%
+320.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | -6.2% | +9.0% | -15.2% | -9.1% |
| 30D | +19.9% | -1.6% | +21.6% | +20.4% |
| 3M | +7.1% | -23.2% | +30.3% | +16.8% |
| 6M | +13.7% | -3.9% | +17.5% | +13.9% |
| YTD | +9.6% | -22.6% | +32.2% | +16.8% |
| 1Y | -1.6% | -5.3% | +3.7% | -2.7% |
| 3Y | -25.9% | +18.6% | -44.4% | -35.0% |
| 5Y | -67.8% | -34.4% | -33.4% | -65.4% |
| 10Y | -43.5% | -40.8% | -2.7% | -40.8% |
| All | +1,090.8% | +770.6% | +320.3% | +288.4% |
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