+911.5%
BE vs ALK
-26.3%
+937.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.5% | +5.8% | +6.6% |
| 7D | +20.0% | -0.7% | +20.6% | +20.4% |
| 30D | +7.9% | -19.2% | +27.1% | +20.4% |
| 3M | -13.2% | -1.5% | -11.7% | -13.4% |
| 6M | +53.5% | -13.1% | +66.5% | +60.7% |
| YTD | +191.0% | -16.4% | +207.4% | +209.3% |
| 1Y | +360.5% | -33.1% | +393.6% | +444.7% |
| 3Y | +1,568.0% | +0.6% | +1,567.4% | +1,336.0% |
| 5Y | +1,055.2% | -26.4% | +1,081.6% | +1,082.1% |
| All | +911.5% | -26.3% | +937.8% | +866.3% |
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