+41.5%
BBY vs ALK
+1.7%
+39.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.1% |
| 7D | +8.1% | +0.1% | +8.0% | +8.1% |
| 30D | +8.9% | -18.5% | +27.4% | +15.3% |
| 3M | +22.0% | -3.6% | +25.6% | +21.7% |
| 6M | +37.8% | -3.7% | +41.5% | +36.2% |
| YTD | +37.3% | -19.0% | +56.3% | +42.3% |
| 1Y | +21.6% | -36.0% | +57.6% | +36.0% |
| 3Y | +41.5% | +2.3% | +39.2% | +37.0% |
| All | +41.5% | +1.7% | +39.8% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling