+294.3%
BBY vs ALK
-41.4%
+335.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +3.7% | +2.6% | +1.2% | +2.9% |
| 30D | +20.9% | +7.8% | +13.1% | +17.8% |
| 3M | +27.6% | -15.2% | +42.8% | +34.1% |
| 6M | +86.9% | +5.0% | +81.8% | +80.6% |
| YTD | +63.3% | -18.4% | +81.8% | +68.5% |
| 1Y | +42.6% | -2.4% | +45.0% | +37.8% |
| 3Y | +89.8% | +19.8% | +70.0% | +64.3% |
| 5Y | -0.1% | -27.8% | +27.7% | +0.1% |
| 10Y | +294.3% | -42.0% | +336.2% | +241.3% |
| All | +294.3% | -41.4% | +335.7% | +241.3% |
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 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