+25.2%
BIL vs ALK
-41.7%
+66.9%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.3% | +9.0% | -9.3% | -0.3% |
| 30D | 0.0% | -1.6% | +1.6% | 0.0% |
| 3M | +0.3% | -23.2% | +23.5% | +0.3% |
| 6M | +1.2% | -3.9% | +5.1% | +1.2% |
| YTD | +2.5% | -22.6% | +25.0% | +2.5% |
| 1Y | +3.0% | -5.3% | +8.4% | +3.0% |
| 3Y | +13.2% | +18.6% | -5.4% | +13.2% |
| 5Y | +19.4% | -34.4% | +53.8% | +19.4% |
| All | +25.2% | -41.7% | +66.9% | +25.1% |
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