+7,943.2%
BHP vs ALK
+839.9%
+7,103.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.7% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | +3.4% | -19.2% | +22.6% | +8.1% |
| 3M | +4.1% | -1.5% | +5.6% | +3.7% |
| 6M | +20.6% | -13.1% | +33.6% | +22.8% |
| YTD | +56.1% | -16.4% | +72.5% | +59.7% |
| 1Y | +69.6% | -33.1% | +102.7% | +81.2% |
| 3Y | +78.8% | +0.6% | +78.2% | +69.0% |
| 5Y | +113.1% | -26.4% | +139.4% | +110.8% |
| 10Y | +505.9% | -34.2% | +540.0% | +473.4% |
| All | +7,943.2% | +839.9% | +7,103.3% | +3,868.8% |
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