+53.9%
BDX vs ALK
-38.6%
+92.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.7% |
| 7D | -4.3% | +0.1% | -4.4% | -4.3% |
| 30D | +1.3% | -18.5% | +19.7% | +3.4% |
| 3M | +20.2% | -3.6% | +23.8% | +20.3% |
| 6M | +8.6% | -3.7% | +12.3% | +8.3% |
| YTD | +19.0% | -19.0% | +38.0% | +20.4% |
| 1Y | +21.2% | -36.0% | +57.2% | +25.4% |
| 3Y | -9.7% | +2.3% | -12.0% | -12.5% |
| 5Y | -3.4% | -27.8% | +24.4% | -4.5% |
| 10Y | +53.9% | -39.0% | +92.8% | +48.9% |
| All | +53.9% | -38.6% | +92.4% | +48.9% |
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