+593.0%
BE vs ALK
-31.8%
+624.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.1% |
| 7D | -14.7% | +9.0% | -23.8% | -19.1% |
| 30D | -40.5% | -1.6% | -38.9% | -40.5% |
| 3M | -24.3% | -23.2% | -1.2% | -14.1% |
| 6M | -39.3% | -3.9% | -35.4% | -39.5% |
| YTD | +99.4% | -22.6% | +122.0% | +118.6% |
| 1Y | +26.6% | -5.3% | +31.9% | +25.3% |
| 3Y | +1,616.9% | +18.6% | +1,598.4% | +1,221.3% |
| 5Y | +441.4% | -34.4% | +475.8% | +485.0% |
| All | +593.0% | -31.8% | +624.7% | +583.0% |
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