+274.7%
BBY vs ALK
-45.9%
+320.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | +4.5% | -1.2% | +5.6% | +4.9% |
| 30D | +16.8% | +7.7% | +9.1% | +14.0% |
| 3M | +23.2% | -19.0% | +42.2% | +31.4% |
| 6M | +91.9% | -0.2% | +92.1% | +88.5% |
| YTD | +61.6% | -23.5% | +85.1% | +70.2% |
| 1Y | +43.9% | -9.1% | +53.0% | +42.4% |
| 3Y | +88.6% | +12.0% | +76.6% | +67.0% |
| 5Y | -3.1% | -30.9% | +27.8% | -1.5% |
| All | +274.7% | -45.9% | +320.6% | +238.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling