+20.2%
BIL vs ALK
-31.3%
+51.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | 0.0% |
| 7D | +0.1% | +0.9% | -0.8% | +0.1% |
| 30D | +0.3% | +3.3% | -3.0% | +0.3% |
| 3M | +0.9% | -17.6% | +18.5% | +0.9% |
| 6M | +1.8% | +0.8% | +1.0% | +1.8% |
| YTD | +3.1% | -22.4% | +25.5% | +3.1% |
| 1Y | +3.7% | -10.1% | +13.7% | +3.7% |
| 3Y | +13.8% | +14.0% | -0.2% | +13.8% |
| 5Y | +20.2% | -29.8% | +50.1% | +20.3% |
| All | +20.2% | -31.3% | +51.5% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling