+25.6%
BIL vs ALK
-37.5%
+63.1%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | 0.0% |
| 7D | +0.1% | +8.9% | -8.8% | +0.1% |
| 30D | 0.0% | +5.9% | -6.0% | 0.0% |
| 3M | +0.6% | -16.5% | +17.1% | +0.6% |
| 6M | +1.5% | +2.1% | -0.6% | +1.5% |
| YTD | +2.8% | -17.1% | +19.9% | +2.8% |
| 1Y | +3.3% | -2.9% | +6.2% | +3.3% |
| 3Y | +13.4% | +24.5% | -11.1% | +13.4% |
| 5Y | +19.8% | -29.1% | +48.9% | +19.8% |
| 10Y | +25.6% | -39.1% | +64.8% | +25.6% |
| All | +25.6% | -37.5% | +63.1% | +25.6% |
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