+675.5%
BE vs ALK
-26.9%
+702.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +7.1% | +4.8% | +8.3% |
| 7D | -1.2% | +8.9% | -10.1% | -5.7% |
| 30D | -30.9% | +5.9% | -36.8% | -33.3% |
| 3M | -11.6% | -16.5% | +4.9% | -3.7% |
| 6M | -25.7% | +2.1% | -27.8% | -28.0% |
| YTD | +123.1% | -17.1% | +140.2% | +136.7% |
| 1Y | +43.4% | -2.9% | +46.3% | +40.5% |
| 3Y | +1,683.6% | +24.5% | +1,659.1% | +1,244.8% |
| 5Y | +465.4% | -29.1% | +494.5% | +488.9% |
| All | +675.5% | -26.9% | +702.4% | +639.6% |
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