+6,139.1%
BDX vs ALK
+770.6%
+5,368.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | +7.1% | +9.0% | -2.0% | +5.9% |
| 30D | +17.6% | -1.6% | +19.2% | +17.7% |
| 3M | +20.4% | -23.2% | +43.5% | +23.9% |
| 6M | +48.3% | -3.9% | +52.1% | +47.9% |
| YTD | +41.6% | -22.6% | +64.2% | +44.0% |
| 1Y | +55.7% | -5.3% | +61.1% | +54.5% |
| 3Y | +10.6% | +18.6% | -8.0% | +4.7% |
| 5Y | +24.0% | -34.4% | +58.4% | +24.1% |
| 10Y | +84.8% | -40.8% | +125.6% | +77.1% |
| All | +6,139.1% | +770.6% | +5,368.6% | +3,451.9% |
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 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