+7,006.5%
BHP vs ALK
+770.6%
+6,235.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.0% | +1.5% |
| 7D | +0.9% | +9.0% | -8.1% | -1.1% |
| 30D | -6.3% | -1.6% | -4.6% | -6.2% |
| 3M | -7.1% | -23.2% | +16.1% | -2.2% |
| 6M | -3.2% | -3.9% | +0.7% | -3.5% |
| YTD | +37.9% | -22.6% | +60.5% | +43.0% |
| 1Y | +49.7% | -5.3% | +55.0% | +48.4% |
| 3Y | +51.7% | +18.6% | +33.1% | +38.1% |
| 5Y | +122.0% | -34.4% | +156.4% | +125.1% |
| 10Y | +382.4% | -40.8% | +423.2% | +365.8% |
| All | +7,006.5% | +770.6% | +6,235.9% | +3,453.5% |
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