+22.1%
BDX vs ALK
-35.4%
+57.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -5.4% | -3.1% | -2.3% | -5.0% |
| 30D | -2.2% | -17.1% | +15.0% | +0.1% |
| 3M | +20.1% | -3.8% | +23.8% | +20.2% |
| 6M | +9.1% | -5.3% | +14.3% | +8.8% |
| YTD | +17.9% | -20.3% | +38.1% | +18.4% |
| 1Y | +22.1% | -36.0% | +58.0% | +27.8% |
| All | +22.1% | -35.4% | +57.5% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling