+737.9%
BE vs ALK
-28.1%
+766.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -1.2% | +14.2% | +13.6% |
| 7D | +4.5% | +2.6% | +2.0% | +3.6% |
| 30D | -20.1% | +7.8% | -27.9% | -23.8% |
| 3M | -0.8% | -15.2% | +14.4% | +7.2% |
| 6M | -26.2% | +5.0% | -31.3% | -29.4% |
| YTD | +141.1% | -18.4% | +159.5% | +157.7% |
| 1Y | +64.8% | -2.4% | +67.2% | +61.0% |
| 3Y | +1,887.4% | +19.8% | +1,867.6% | +1,430.9% |
| 5Y | +518.1% | -27.8% | +545.9% | +537.8% |
| All | +737.9% | -28.1% | +766.0% | +705.2% |
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