+6,238.4%
BDX vs ALK
+832.3%
+5,406.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.1% | -5.5% | +0.7% |
| 7D | +8.4% | +8.9% | -0.5% | +7.2% |
| 30D | +17.1% | +5.9% | +11.2% | +16.2% |
| 3M | +22.4% | -16.5% | +39.0% | +24.7% |
| 6M | +45.9% | +2.1% | +43.8% | +44.5% |
| YTD | +43.8% | -17.1% | +60.9% | +45.1% |
| 1Y | +57.8% | -2.9% | +60.7% | +56.1% |
| 3Y | +25.4% | +24.5% | +0.9% | +18.0% |
| 5Y | +26.0% | -29.1% | +55.1% | +24.9% |
| 10Y | +88.0% | -39.1% | +127.1% | +79.5% |
| All | +6,238.4% | +832.3% | +5,406.1% | +3,478.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling