+30.3%
BIL vs ALK
+508.3%
-478.0%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | 0.0% |
| 7D | -0.3% | +7.1% | -7.3% | -0.3% |
| 30D | 0.0% | -3.0% | +3.0% | 0.0% |
| 3M | +0.3% | -25.6% | +26.0% | +0.3% |
| 6M | +1.2% | +0.5% | +0.7% | +1.2% |
| YTD | +2.4% | -23.1% | +25.5% | +2.4% |
| 1Y | +3.0% | -7.5% | +10.6% | +3.0% |
| 3Y | +13.1% | +15.3% | -2.2% | +13.2% |
| 5Y | +19.4% | -34.8% | +54.2% | +19.4% |
| 10Y | +25.2% | -41.2% | +66.3% | +25.2% |
| All | +30.3% | +508.3% | -478.0% | +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