+42.5%
BEN vs ALK
-25.3%
+67.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.0% |
| 7D | +0.2% | -0.7% | +0.9% | +0.5% |
| 30D | -0.5% | -19.2% | +18.7% | +7.2% |
| 3M | +9.7% | -1.5% | +11.2% | +8.9% |
| 6M | +33.9% | -13.1% | +47.0% | +37.3% |
| YTD | +49.0% | -16.4% | +65.4% | +53.8% |
| 1Y | +42.1% | -33.1% | +75.2% | +59.1% |
| 3Y | +51.9% | +0.6% | +51.3% | +31.7% |
| All | +42.5% | -25.3% | +67.7% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling