+30.3%
BIL vs ALK
+560.8%
-530.4%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | 0.0% |
| 7D | +0.1% | -0.7% | +0.7% | +0.1% |
| 30D | +0.3% | -19.2% | +19.6% | +0.3% |
| 3M | +0.9% | -1.5% | +2.5% | +0.9% |
| 6M | +1.8% | -13.1% | +14.9% | +1.8% |
| YTD | +2.4% | -16.4% | +18.9% | +2.4% |
| 1Y | +3.7% | -33.1% | +36.8% | +3.7% |
| 3Y | +14.2% | +0.6% | +13.5% | +14.2% |
| 5Y | +19.4% | -26.4% | +45.8% | +19.4% |
| 10Y | +25.2% | -34.2% | +59.4% | +25.3% |
| All | +30.3% | +560.8% | -530.4% | +31.0% |
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