+239.8%
BBY vs ALK
-39.2%
+279.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.2% |
| 7D | +1.2% | -3.0% | +4.1% | +2.2% |
| 30D | +6.8% | -14.6% | +21.4% | +12.2% |
| 3M | +18.7% | -10.6% | +29.3% | +21.7% |
| 6M | +37.3% | -6.7% | +44.0% | +36.9% |
| YTD | +35.3% | -19.8% | +55.1% | +40.7% |
| 1Y | +20.7% | -35.2% | +55.9% | +34.1% |
| 3Y | +39.4% | +1.4% | +38.1% | +27.8% |
| 5Y | -1.5% | -30.7% | +29.2% | -0.2% |
| 10Y | +239.8% | -37.4% | +277.2% | +194.0% |
| All | +239.8% | -39.2% | +279.0% | +194.0% |
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