+52.9%
BEN vs ALK
-45.1%
+98.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | +0.5% |
| 7D | +11.3% | +0.9% | +10.4% | +11.0% |
| 30D | +15.0% | +3.3% | +11.7% | +13.3% |
| 3M | +7.8% | -17.6% | +25.4% | +14.9% |
| 6M | +15.5% | +0.8% | +14.7% | +12.7% |
| YTD | +55.4% | -22.4% | +77.8% | +64.0% |
| 1Y | +63.3% | -10.1% | +73.3% | +62.4% |
| 3Y | +83.4% | +14.0% | +69.4% | +55.0% |
| 5Y | +28.1% | -29.8% | +57.9% | +28.7% |
| All | +52.9% | -45.1% | +98.0% | +46.1% |
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