+1.2%
BBY vs ALK
-28.9%
+30.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | 0.0% |
| 7D | +8.1% | +0.1% | +8.0% | +8.1% |
| 30D | +8.9% | -18.5% | +27.4% | +16.1% |
| 3M | +22.0% | -3.6% | +25.6% | +21.7% |
| 6M | +37.8% | -3.7% | +41.5% | +35.9% |
| YTD | +37.3% | -19.0% | +56.3% | +42.5% |
| 1Y | +21.6% | -36.0% | +57.6% | +36.8% |
| 3Y | +41.5% | +2.3% | +39.2% | +28.0% |
| 5Y | +1.2% | -27.8% | +29.0% | -2.9% |
| All | +1.2% | -28.9% | +30.1% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling