+76.8%
BHP vs ALK
-35.5%
+112.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.5% |
| 7D | +1.3% | +0.1% | +1.1% | +1.2% |
| 30D | +4.0% | -18.5% | +22.4% | +9.5% |
| 3M | +12.3% | -3.6% | +15.9% | +12.0% |
| 6M | +30.8% | -3.7% | +34.5% | +28.4% |
| YTD | +58.8% | -19.0% | +77.8% | +61.3% |
| 1Y | +76.8% | -36.0% | +112.9% | +66.4% |
| All | +76.8% | -35.5% | +112.4% | +66.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling